A CSA between a dealer and one of its counterparties states that collateral has to be posted
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A CSA between a dealer and one of its counterparties states that collateral has to be posted by both sides with zero thresholds. If the cure period is assumed to be 10 days, under what circumstances will the dealer's CVA model lead to losses?
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There will be losses in the CVA model if the value o...View the full answer
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