Research Grant for Counterparty Risk Analysis

The challenges – both from the algorithmic and the data management point of view – in calculating CVA (“credit valuation adjustment”) and its modifications made us apply for a research grant with the Austrian Research Promotion Agency („Forschungsförderungsgesellschaft“ FFG) within their General Funding Programme. In their October meeting, this project was on the agenda. Our application was successful and will be cofunded by FFG.

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