来自：FRM > 二级 > Credit Risk Measurement and Management 2020-10-04 22:27
老师好，The lower credit qualities and increased credit spreads should result in higher DVA and CVA for both fixed payer and floating payer( SWAP)， 这句话怎么理解，提高DVA能理解，为何也能提高CVA了，谢谢老师/
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carter1108
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