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Rethinking XVA sensitivities: Making them universally achievable

Discussion of XVA calculation techniques that can accelerate performance and give banks an advantage over competitors

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IBM XVA Sensitivities Foundation

IBM XVA Sensitivities Foundation data sheet

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Optimizing the calculation of XVA sensitivities

Discussion of challenges of complex calculations such as FRTB CVA capital, XVA sensitivities, MVA and initial margin

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