AI-Driven CVA and Market Risk Modelling: A Hybrid Deep Learning Framework for Pricing, Exposure Simulation, and Stress Testing

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Ratanlal Mahanta

DOI: 10.2139/ssrn.6135009

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Risk Management in Financial Firms