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The xVA ChallengePraise for The xVA Challenge "The issue of counterparty risk has undergone rapid change since the credit crisis. All end users of OTC derivatives are affected by these changes. The title 'xVA' reflects the increased complexity generated by these changes. Jon Gregory provides the reader with a comprehensive, yet readable, discourse on the different facets of counterparty risk. This book is an essential reading for regulators and all users of OTC
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The xVA Challenge
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32694729895
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