Frank Juan

The Bank of New York Mellon

Managing Director, Market Risk Management

One Wall Street

New York, NY 10286

United States

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Scholarly Papers (1)

1.

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 361 (81,413)

Abstract:

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