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Credit Value Adjustment at a glance

After the 2008 financial crisis, Counterparty Value Adjustment (CVA) became essential in the analysis of volatile portfolios. This whitepaper reviews the concept of CVA, the elements that compose its estimation, and practical assumptions made in the industry to obtain...

Rhisco is going to VISION 2017!

VISION is the IBM’s event of the year to learn how advanced analytics, and cognitive computing through Watson could be used to improve governance and operational risk management. Vision 2017: Rhisco provides...

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