EUR/USD X-Currency swap risks (xVA)
I'm trying to learn more about xVA desks and improve my intuition around financial product knowledge and hedging. I have been given this as an exercise.
"What are the CVA risks on a EUR/USD cross-currency swap 10y with Volkswagen"
Is there anyone who could advise me where I could start with this? Perhaps an overview of the risks I might have to consider or point me towards something I can read to start getting to grips with this.
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