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Etienne Koehler Barclays Capital Etienne.Koehler@univ-paris1.fr CVA - VaR January 2012 Shahram Alavian Royal Bank of Scotland Shahram_Alavian@yahoo.com.

Etienne Koehler Barclays Capital [email protected] CVA - VaR January 2012 Shahram Alavian Royal Bank of Scotland [email protected].

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