Paris-based derivatives pricing and valuation vendor Pricing Partners has extended its CVA (credit value adjustment)—which represents the market value of counterparty credit risk—DVA (debt value adjustment) and bilateral CVA functionality to cover any trade at a portfolio level and generate faster computations, enabling clients to eliminate the impact of a new trade within a portfolio and to measure the impact of CVA events on counterparties, which can involve many embedded options with complica
Anthony and James delve into how the systematic internalizer regime is shaping up, and then examine the regtech sector.Subscribe to Weekly Wrap emails
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