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Deep xVA Solver: A Neural Network-Based Counterparty Credit Risk Management Framework.
Alessandro Gnoatto
Athena Picarelli
Christoph Reisinger
Published in:
SIAM J. Financial Math. (2023)
Keyphrases
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risk management
risk analysis
risk evaluation
decision support system
risk assessment
financial institutions
databases
artificial intelligence
decision making
data warehouse
conceptual framework
credit scoring