FX volatility adjustment for risk factors stimulation
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KeywordsFX volatility; risk management; risk management system; PFE engine; CVA engine; FX volatility adjustment; risk factor simulation; counterparty exposure;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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