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credit valuation adjustment + deutsche bank

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Credit / Debit Valuation Adjustments | International Valuation ...
The emergence of these requirements for banks and other financial institutions to make credit and debit valuation adjustments when valuing derivative .
http://www.ivsc.org/~ivscorg/workplan/credit-debit-valuation-adjustments

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Risk 25: How Basel III is turning borders into barriers - Risk.net
Aug 1, 2012. as a result of Basel III's credit value adjustment charge are making it . (CDS), Credit default swaps index,Credit Suisse,Deutsche Bank,Citi .
http://www.risk.net/risk-magazine/feature/2191990/risk-25-how-basel-iii-is-turning-borders-into-barriers

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credit valuation adjustment + deutsche bank

Divita Mehta | LinkedIn
Credit Valuation Adjustment (CVA) Pricing at Deutsche Bank. Past. Structured Credit Finance/Fixed Income Prime Brokerage at Deutsche Bank; Sales/Client .
http://www.linkedin.com/pub/divita-mehta/17/b52/13

FT Alphaville » Basel takes aim at the negative basis
Oct 4, 2010 . Think for instance, of Deutsche Bank posting a €2.2bn credit valuation adjustment (CVA) against its monoline exposures back in 2008.
http://ftalphaville.ft.com/blog/2010/10/04/358861/basel-takes-aim-at-the-negative-basis/

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Credit Valuation Adjustment (CVA)
This paper provides an overview of counterparty valuation adjust- . Deutsche Bank . of trading counterparties is referred to as counterparty credit default risk. In .
http://www.shahramalavian.net/PublicFiles/CVAshahram.pdf

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Banks look to cut corners on CVA computation - Risk.net
Apr 5, 2012 . Calculating credit value adjustment correctly for exotic instruments can . As a result, banks are looking for short cuts, and they may be able to .
http://www.risk.net/risk-magazine/feature/2164066/banks-look-cut-corners-cva-computation

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Deutsche Bank Annual Report 2009 - Credit Valuation Adjustment
Credit Valuation Adjustment ; ; We establish a counterparty credit valuation adjustment for OTC derivative transactions to cover expected credit losses.
https://annualreport.deutsche-bank.com/2009/ar/riskreport/creditrisk/exposurefromderivatives/creditvaluationadjustment.html

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