Sep 26, 2020

Resources for Credit Derivs? (CVA Trading)

Hi there,

I just started on a CVA Trading desk are a BB bank and have been having a tough time with the technical aspect of the job. Didn’t have much experience with credit prior to the role and was wondering what the best resources are for someone like me looking to learn more.

Specifically looking for guides or textbooks on CDS, CR01, Credit PnL, CDX, and things of that nature.

Thanks

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