| Description | a parameter that gives recognition to the reduction in CVA risk of the counterparty c arising from the bank’s use of single-name hedges of credit spread risk. |
|---|---|
| Reference | [MAR50.23] |
| Notation | |
| Formula |
| Description | a parameter that gives recognition to the reduction in CVA risk of the counterparty c arising from the bank’s use of single-name hedges of credit spread risk. |
|---|---|
| Reference | [MAR50.23] |
| Notation | |
| Formula |