Jie Ding

Lehman Brothers

25 Bank Street

30th Floor

London E14 5LE

United Kingdom

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Credit Valuation Adjustment (CVA)

Number of pages: 22 Posted: 02 Dec 2008 Last Revised: 19 Oct 2010

Shahram Alavian, Shahram Alavian, Jie Ding, Peter Whitehead and Leonardo Laudicina

Barclays CapitalRoyal Bank of Scotland (RBS), Lehman Brothers, Lehman Brothers and Lehman Brothers

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