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Alexandre Bon

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RiskAsean 2017: the relevance of CVA & XVAs in Asia
RiskMinds - Did Basel & IOSCO put the final nail in the coffin of CSA-discounting?
Global Derivatives 2014 - Did Basel put the final nail in the coffin of CSA Discounting ?
Collateralisation: CVA & FVA - Murex - Alexandre Bon
Long horizon simulations for counterparty risk
Collateralisation: CVA & FVA - Murex - Alexandre Bon