R2 Credit Capital – Computing and Allocating CVA and CCR EC
R² Credit Capital for CCR and CVA provides a powerful solution for computing and allocating CVA, as well as for measuring CCR economic capital. In particular, it provides comprehensive stress testing capabilities, as well as a unique framework to effectively model wrong-way risk.
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Editorial Team
- May 12, 2021
- 1 minute
R² Credit Capital for CCR and CVA provides a powerful solution for computing and allocating CVA, as well as for measuring CCR economic capital. In particular, it provides comprehensive stress testing capabilities, as well as a unique framework to effectively model wrong-way risk.
