CVA: The Wrong Way

RiskMinds USA 2012, Boston, MA

June 7, 2012

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Counterparty Credit Risk Workshop

IAFE Workshop, New York City
January 2011

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Some Remarks on CVA and Counterparty Credit Risk Measurement

Moody’s Credit Conference, New York University, May 14, 2010

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Calculating CVA at the Trade Level and CVA Contributions

Fields Institute, Toronto, April 16, 2010

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