Study Notes: Gregory, Chapters Chapters 3, 6, 7, 11 & 17

Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital Study Notes cover the following learning objectives:

* Chapter 4: Counterparty Risk
* Chapter 5: Netting, Close-out and Related Aspects
* Chapter 6: Collateral
* Chapter 7: Credit Exposure and Funding
* Chapter 9: Counterparty Risk Intermediation
* Chapter 14:Credit and Debt Value Adjustments
* Chapter 17: Wrong Way Risk

After reviewing the notes you will be able to apply what you learned with practice questions.

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