《Unilateral Credit Valuation Adjustment for FX Forward Group 5》.pdfVIP

HKUST MSc. Financial Mathematics MAFS 5220 Quantitative and Statistical Risk Analysis Unilateral Credit Valuation Adjustment for FX Forward Methodology and Validation Report 17 May 2015 Prepared by Group 5 Team Member : Kenric Cheong (CHEONG, Siu Sing) - Ken Tsui (TSUI, Hin Kan) - Zhou Lei (XU, Zhou Lei) - Table of Contents Table of contents 1. Executive Summary