Numerix: Hedging CVA and DVA

The practical technology, quantitative and regulatory implications of CVA have taken center stage over the past several months, however the debate is now shifting towards CVA hedging due to the impact it can have on the bottom line. Particularly relevant in today’s financial reporting requirements and regulatory environments, banks are now considering the effects of hedging to reduce earnings volatility from changes in CVA, while also considering the utilization of hedging to reduce regulatory

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