Dongsheng Lu

The Bank of New York Mellon

Managing Director, Global Markets

One Wall Street

New York, NY 10286

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 10,748

SSRN RANKINGS

Top 10,748

in Total Papers Downloads

4,278

CITATIONS
Rank 43,825

SSRN RANKINGS

Top 43,825

in Total Papers Citations

7

Scholarly Papers (5)

1.

Credit Value Adjustment and Funding Value Adjustment All Together

Number of pages: 21 Posted: 08 Apr 2011
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and JP Morgan Chase
Downloads 3,249 (3,123)
Citation 2

Abstract:

Loading...

CVA, FVA, Derivative Valuation

2.

An Efficient, Distributable, Risk Neutral Framework for CVA Calculation

Number of pages: 18 Posted: 03 Oct 2010
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and JP Morgan Chase
Downloads 495 (55,310)
Citation 5

Abstract:

Loading...

Counterparty credit risk, CVA, numerical computation

3.

FVA Explained: Is There a Solution?

Number of pages: 21 Posted: 13 Feb 2014
Dongsheng Lu and Frank Juan
The Bank of New York Mellon and The Bank of New York Mellon
Downloads 360 (81,138)

Abstract:

Loading...

Funding Value Adjustment, Valuation Adjustment, FVA, Credit Value Adjustment, CVA, DVA, RVA

4.

Redefining KVA

Number of pages: 15 Posted: 02 Jan 2016 Last Revised: 04 Jan 2016
Dongsheng Lu
The Bank of New York Mellon
Downloads 174 (170,035)

Abstract:

Loading...

XVA, CVA, FVA, KVA, Capital Value Adjustment, Derivative Valuation

5.

An Efficient, Distributable, Risk Neutral Framework for CVA Calculation

The IUP Journal of Financial Risk Management, Vol. VIII, No. 2, pp. 56-73, June 2011
Posted: 05 Apr 2012
Dongsheng Lu
The Bank of New York Mellon

Abstract:

Loading...