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How can CDS contracts be used in order to hedge (neutralize) CVA charge movements with respect to changes in the underlying rates for a counterparty?

In here CVA is a proportion that’s subtracted from the mtm value to account for expected losses. In order to neutralize cva charges, the bank can by an CDS. So a bank buys protection and therefore it can neutralize it’s cva charge towards a counterparty but I don’t know how it would be when the underlying cds rates towards a counterparty changes.

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