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CVA, Basel III and Wrong-Way Risk

CVA, Basel III and Wrong-Way Risk

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Dan Rosen R2Financial Technologies RiskLabMadrid, May 2011 1 © 2006-2011 R2Financial Technologies CVA, Basel III and Wrong-Way Risk Dan Rosen R2Financial Technologies dan.rosen@R2-financial.com

  Grown, Basel iii and wrong way, Basel

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