Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

I've already computed the CVA\DVA and now I would like to compute the bilateral adjustment.

Does anyone know the relationship between the CVA\DVA with the bilateral adjustment? I mean a paper, article or whatever; if it talks about that relationship and how to compute the bilateral adjustment, it will be very useful.

share|improve this question
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.