交易对手风险FAQ：信贷VaR、PFE、CVA、DVA、平仓、净额结算、抵押品、再抵押、WWR、巴塞尔、融资、CCDS和保证金贷款
Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending
摘要：
我们提供了一个关于交易对手信用风险的对话，涉及信用风险价值（信用风险值）、潜在未来风险（PFE）、预期风险（EE）、预期正风险（EPE）、信用估值调整（CVA）、风险估值调整（DVA）、DVA套期保值、平仓惯例、净额结算条款、抵押品建模、缺口风险、再抵押、错误方式风险、巴塞尔协议III、包括融资成本、首先是违约风险、或有信用违约互换（CCDS）和通过保证金贷款进行CVA重组的可能性。对话的形式是一位CVA专家和一位新聘同事之间的问答。
英文摘要：
We present a dialogue on Counterparty Credit Risk touching on Credit Value at Risk (Credit VaR), Potential Future Exposure (PFE), Expected Exposure (EE), Expected Positive Exposure (EPE), Credit Valuation Adjustment (CVA), Debit Valuation Adjustment (DVA), DVA Hedging, Closeout conventions, Netting clauses, Collateral modeling, Gap Risk, Re-hypothecation, Wrong Way Risk, Basel III, inclusion of Funding costs, First to Default risk, Contingent Credit Default Swaps (CCDS) and CVA restructuring possibilities through margin lending. The dialogue is in the form of a Q&A between a CVA expert and a newly hired colleague.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
