Monthly Archives: February 2022

CRZ Pricer Release 22.0.1

By | 10 February 2022

Common [New] Amended BA-CVA and SA-CVA calculations according to [New] SIMM now accepts dummy counterparties [New] CCR IMM accepts dummy counterparties if the Risk weights are overridden [New] In most contribution views, one can right-click a cell to open the underlying deal [New] In Historical Chart, it is now possible to choose two historical… Read More »