Before revision:  The simpler dual formulation of the robust CVA optimization is derived . Next, some computational experiments are conducted to measure the additional CVA charge due to distributional uncertainty under a variety of portfolio and market configurations.
After revision:  The simpler dual formulations are derived using recent infinite dimensional Lagrangian duality results . Next, some computational experiments are conducted to measure the additional CVA charge due to distributional uncertainty under a variety of portfolio and market configurations.