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CVA Hedge

Joined
11/16/20
Messages
2
Points
11
Preparing to shadow a CVA desk and can't figure out these two things: What is an example of a single name CDS?



Thank you.
 
Last edited:
Hmm.... your question is little bit weird.

CDS is priced mark to market. That being said, you have the running CDS spread from market. You calibrate a piece wise hazard rate curve from it. And you simply use such curve to price other instruments (like your CVA).
 
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