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Search found 1 match
by
quantire
July 3rd, 2024, 9:03 am
Forum:
General Forum
Topic:
CVA dynamic hedging
Replies:
2
Views:
2609
Re: CVA dynamic hedging
CVA is strictly not a profit centre. They add value not by increasing the numerator, but by reducing the denominator.
So your understanding and correct.
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