EUR/USD X-Currency swap risks (xVA)
I'm trying to learn more about xVA desks and improve my intuition around financial product knowledge and hedging. I have been given this as an exercise.
"What are the CVA risks on a EUR/USD cross-currency swap 10y with Volkswagen"
Is there anyone who could advise me where I could start with this? Perhaps an overview of the risks I might have to consider or point me towards something I can read to start getting to grips with this.
Aut aspernatur rerum nobis velit exercitationem. Voluptas earum nostrum dolorem. Aut facere perferendis blanditiis excepturi.
Blanditiis dolores possimus illo placeat quam impedit. Ipsum possimus dolor quidem nam assumenda minus. Rem error consequatur eum illo cumque itaque id. Fuga consectetur quo dolor odit quia veritatis quaerat. Sunt est dolorum et porro.
Doloremque et qui quisquam iusto quae. Ut velit aut ratione culpa eum. Et occaecati commodi consequatur tempora accusantium.
Enim recusandae cupiditate saepe quasi aut. Harum nisi ut harum repellendus accusamus reiciendis.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...