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From Open Risk Manual
Create the page "Debit Valuation Adjustments" on this wiki! See also the page found with your search.
- ''Application of own credit risk adjustments to derivatives - consultative document''. ...own creditworthiness. The consultative paper proposes that debit valuation adjustments (DVAs) for over-the-counter derivatives and securities financing transactio3 KB (415 words) - 11:44, 26 March 2021