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
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in Total Papers Downloads

4,037

CITATIONS

1

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 2,934 (2,419)

Abstract:

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 428 (47,222)
Citation 1

Abstract:

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 228 (74,161)

Abstract:

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 0 (186,641)

Abstract:

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: