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Bloomberg L.P.
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Counterparty risk, CVA, FVA, Funding, Collateral, PDE, Feynman-Kac theorem
Counterparty risk, Credit Valuation Adjustment, Funding costs, PDE, Feynman-Kac Theorem
Derivative funding cost adjustment, CVA, Central funding unit, Balance sheet management
Funding valuation adjustment, FVA
Derivatives, Funding, Netting, Accounting, FVA, XVA, DVA, CVA, FTP
Counterparty risk, Closeout rules, CVA, FVA, Funding, PDE, Feynman-Kac theorem
Shareholder and Firm Values, Valuation Adjustments, Counterparty Risk, Collateral, CSA Discounting, Bloomberg MARS XVA
Shareholder and Firm Values, Valuation Adjustments, Counterparty Risk, Collateral, CSA Discounting, Cross Currency Basis Spreads, Bloomberg MARS XVA
Regulatory capital, Valuation adjustments, Balance sheet modelling, indifference pricing
Valuation Adjustments, Fair Valuation, Indifference Pricing, Regulatory Capital
