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Credit valuation adjustments for derivative

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4 April 2014 Credit valuation adjustments for derivative contracts 3. How do credit adjustments work? In simple terms, the requirement for a credit adjustment as a component of fair value measurement can be an alogised to the need for a …

  Contract, Direct, Adjustment, Valuation, Derivatives, Credit valuation adjustments for derivative, Credit valuation adjustments for derivative contracts, Credit adjustment

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