More Debit valuation adjustment (DVA) articles
The FVA debate continues
King's College professor of finance Damiano Brigo says regulators should clamp down on dealers looking to hedge debit value adjustment gains by selling CDS protection on closely correlated names
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
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