The impact of DVA on earnings volatility is generally greater than that of CVA. Explain this statement.

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"The impact of DVA on earnings volatility is generally greater than that of CVA." Explain this statement.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 11:11 AM

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The impact of DVA on earnings volatility is generally greater than that of CVA. Explain this statement.

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The DVA for a bank depends on a single credit spread its own ...View the full answer

Options Futures and Other Derivatives

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