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 ,