Browsing Theses and Dissertations (University of Pretoria) by Subject "XVA pricing"

Browsing Theses and Dissertations (University of Pretoria) by Subject "XVA pricing"

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  • A practical implementation of XVA in the new normal 
    Kairinos, Christopher (University of Pretoria, 2017)
    The Great Financial Crisis (GFC) of 2008 left many financial institutions devastated. Despite the practice of advanced risk management at the time, society witnessed the collapse of the “too big to fail” institutions. Gaping ...