- This topic has 0 replies, 1 voice, and was last updated 6 years, 11 months ago by .
Viewing 1 post (of 1 total)
-
Posts
-
Dear all!
As we learned that some banks calculate fva excluding their own survival probability and some even both, I’ve added 4 additional columns to the xva report reflecting those 2 possibilities for fca and fba each.
At the same time I’ve also corrected the fca/fba mix up that seemed to have slipped back in with release 3.Regards,
Roland
Viewing 1 post (of 1 total)
- You must be logged in to reply to this topic.