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1. Handling model risk with XVAs. (2024). Crpey, Stphane ; Bnzet, Cyril.
   In: Post-Print.
   RePEc:hal:journl:hal-03675291.

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2. CVA Sensitivities, Hedging and Risk. (2024). Cr, St'Ephane ; Nguyen, Hoang ; Saadeddine, Bouazza ; Li, Botao.
   In: Papers.
   RePEc:arx:papers:2407.18583.

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3. On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment. (2024). Villarino, Joel P ; 'Alvaro Leitao, .
   In: Papers.
   RePEc:arx:papers:2407.16435.

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4. An Explicit Scheme for Pathwise XVA Computations. (2024). Cr, St'Ephane ; Abbas-Turki, Lokman ; Saadeddine, Bouazza ; Li, Botao.
   In: Papers.
   RePEc:arx:papers:2401.13314.

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5. Provisions and Economic Capital for Credit Losses. (2024). Cr, St'Ephane ; Bastide, Dorinel.
   In: Papers.
   RePEc:arx:papers:2401.07728.

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6. XVA in a multi-currency setting with stochastic foreign exchange rates. (2023). Simonella, Roberta ; Vazquez, Carlos.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:207:y:2023:i:c:p:59-79.

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7. Pathwise CVA regressions with oversimulated defaults. (2023). Crepey, Stephane ; Abbasturki, Lokman A ; Saadeddine, Bouazza.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:33:y:2023:i:2:p:274-307.

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8. Total value adjustment for European options in a multi‐currency setting. (2022). Simonella, Roberta ; Arregui, Iigo ; Vazquez, Carlos.
   In: Applied Mathematics and Computation.
   RePEc:eee:apmaco:v:413:y:2022:i:c:s0096300321007311.

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9. A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting. (2021). Oosterlee, Cornelis ; Grzelak, Lech ; van der Zwaard, Thomas.
   In: Applied Mathematics and Computation.
   RePEc:eee:apmaco:v:391:y:2021:i:c:s009630032030624x.

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10. A Computational Approach to Hedging Credit Valuation Adjustment in a Jump-Diffusion Setting. (2020). Oosterlee, Cornelis ; Grzelak, Lech ; van der Zwaard, T.
    In: Papers.
    RePEc:arx:papers:2005.10504.

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11. Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

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12. PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. (2017). Arregui, Iigo ; Vazquez, Carlos ; Salvador, Beatriz.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:308:y:2017:i:c:p:31-53.

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13. FIXING RISK NEUTRAL RISK MEASURES. (2016). Stein, Harvey J.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:03:n:s0219024916500217.

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14. Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty. (2015). Fabozzi, Frank ; Yang, Yifan ; Bianchi, Michele Leonardo.
    In: Journal of Financial Engineering (JFE).
    RePEc:wsi:jfexxx:v:02:y:2015:i:01:n:s2345768615500014.

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15. BILATERAL COUNTERPARTY RISK VALUATION OF CDS CONTRACTS WITH SIMULTANEOUS DEFAULTS. (2013). Gunther, Michael ; Ehrhardt, Matthias ; Teng, Long.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:07:n:s0219024913500404.

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16. A NOTE ON THE DOUBLE IMPACT ON CVA FOR CDS: WRONG-WAY RISK WITH STOCHASTIC RECOVERY. (2013). Li, Hui.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:16:y:2013:i:03:n:s0219024913500131.

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17. What makes dependence modeling challenging? Pitfalls and ways to circumvent them. (2013). Matthias, Scherer ; Jan-Frederik, Mai.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:30:y:2013:i:4:p:287-306:n:1.

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18. From credit valuation adjustments to credit capital commitments. (2012). Madan, Dilip B..
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    RePEc:taf:quantf:v:12:y:2012:i:6:p:839-845.

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19. Dependence properties of dynamic credit risk models. (2012). Uwe, Schmock ; Nicole, Bauerle.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:29:y:2012:i:3:p:243-268:n:3.

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20. Bivariate Semi-Markov Process for Counterparty Credit Risk. (2012). Manca, Raimondo ; D'Amico, Guglielmo ; Salvi, Giovanni.
    In: Papers.
    RePEc:arx:papers:1112.0226.

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21. Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending. (2012). Brigo, Damiano.
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22. DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS. (2011). Yi, Chuang.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:14:y:2011:i:06:n:s0219024911006395.

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23. Optimal investment with counterparty risk: a default-density model approach. (2011). Jiao, Ying ; Pham, Huyen.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:15:y:2011:i:4:p:725-753.

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24. The cost of counterparty risk and collateralization in longevity swaps. (2011). Blake, David ; Biffis, Enrico ; Pitotti, Lorenzo ; Sun, Ariel .
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    RePEc:pra:mprapa:35740.

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25. Impact of the first to default time on Bilateral CVA. (2011). Brigo, Damiano ; Morini, Massimo ; Buescu, Cristin.
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    RePEc:arx:papers:1106.3496.

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26. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
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    RePEc:arx:papers:1003.0889.

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27. Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations. (2010). Pallavicini, Andrea ; Brigo, Damiano ; Papatheodorou, Vasileios.
    In: Papers.
    RePEc:arx:papers:0911.3331.

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28. Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery. (2009). Li, Hui.
    In: MPRA Paper.
    RePEc:pra:mprapa:19684.

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29. Credit Calibration with Structural Models: The Lehman case and Equity Swaps under Counterparty Risk. (2009). Brigo, Damiano ; Morini, Massimo ; Tarenghi, Marco .
    In: Papers.
    RePEc:arx:papers:0912.4404.

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