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Figure 4
- Derivatives Risks as Costs in a One-Period Network Model
CCVA and KVA w.r.t. credit factors correlation and credit and portfolio variation factors correlation.
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Reference
Derivatives Risks as Costs in a One-Period Network Model - Scientific Figure on ResearchGate. Available from: https://www.researchgate.net/figure/CCVA-and-KVA-wrt-credit-factors-correlation-and-credit-and-portfolio-variation-factors_fig2_368362145 [accessed 19 Feb 2025]
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Figure 4: CCVA and KVA w.r.t. credit factors correlation and credit and portfolio variation factors correlation.
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<a href="https://www.researchgate.net/figure/CCVA-and-KVA-wrt-credit-factors-correlation-and-credit-and-portfolio-variation-factors_fig2_368362145"><img src="https://www.researchgate.net/profile/Dorinel-Bastide/publication/368362145/figure/fig2/AS:11431281118886468@1675914905583/CCVA-and-KVA-wrt-credit-factors-correlation-and-credit-and-portfolio-variation-factors.png" alt="CCVA and KVA w.r.t. credit factors correlation and credit and portfolio variation factors correlation."/></a>
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