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Rethinking Valuation and Pricing Models by Greg N. Gregoriou, Christian Hoppe, Carsten Wehn

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6

Counterparty Credit Risk and Credit Valuation Adjustments (CVAs) for Interest Rate Derivatives–Current Challenges for CVA Desks

Birgitta Drwenski, Jochen Beißer∗∗ and Lutz Mangels∗∗∗

CFA, Diplom Volkswirtin

∗∗Department of Business Administration, University of Applied Sciences RheinMain

∗∗∗FRM, Master of Business Administration

Chapter Outline

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