Which of the Following Is True

question 5

Multiple Choice

Which of the following is true

• A) CVA and DVA can be calculated deal by deal
• B) CVA and DVA must both be calculated for the whole portfolio a bank has with a counterparty
• C) CVA can be calculated deal by deal but DVA must be calculated for a portfolio
• D) DVA can be calculated deal by deal but CVA must be calculated for a portfolio

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