Calculate CVA for zuo Coupon bond with a 3years to malidily. The estimaled recovery Tate is 38% and Tisk nulial defoult probability is 2% probabilities of default. Assume a flat yield Curve a ss uming...

the yeild curve at the present time (t=0)

Extracted text: Calculate CVA for zuo Coupon bond with a 3years to malidily. The estimaled recovery Tate is 38% and Tisk nulial defoult probability is 2% probabilities of default. Assume a flat yield Curve a ss uming conditional at 3/0 and that he alifaiult one year the defauIt will not occur Current date Occurs on ly at and the Jgiven e expresed per 100 7 pae Value end dati 12 and 3 on n date d exposure, recovery and lon default values áre