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a computer program that will submit orders to the market. It can be user driven or completely automated.
The Credit Value Adjustment, or CVA for short, is the difference between the risk free value and the value including counterparty risk of a contract or portfolio.
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a qualitative evaluation of the credit worthiness of a borrower (consumer, company or government) done by a rating agency, a credit bureau or a bank that consists of an estimate o…
R package of Econometric tools for performance and risk analysis.