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We present a dialogue on Counterparty Credit Risk touching on Credit Value atRisk (Credit VaR), Potential Future Exposure (PFE), Expected Exposure (EE),Expected Positive Exposure (EPE), Credit Valuation Adjustment (CVA), DebitValuation Adjustment (DVA), DVA Hedging, Closeout conventions, Netting clauses,Collateral modeling, Gap Risk, Re-hypothecation, Wrong Way Risk, Basel III,inclusion of Funding costs, First to Default risk, Contingent Credit DefaultSwaps (CCDS) and CVA restructuring possibilities through margin lending. Thedialogue is in the form of a Q&A between a CVA expert and a newly hiredcolleague.

Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending