Is stochastic cross-currency basis a better way to model IM?

Using Monte Carlo model extension for forward IM calculation avoids excessive outputs for MVA

Related Keywords

,S Amp P ,International Swaps And Derivatives Association Isda ,Valuation Adjustments Xva ,Argin Valuation Adjustment Mva ,Initial Margin ,Monte Carlo Simulation ,Isda Simm ,Cross Currency Swaps ,Comment ,Risk Management ,Derivatives ,