Modelling, Pricing, and Hedging Counterparty Credit
4.5 (238) · $ 9.99 · In stock
Bibliography - XVA: Credit, Funding and Capital Valuation Adjustments - Wiley Online Library
Challenges in Implementing a Counterparty Risk Management Process
A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Credit Value Adjustment (CVA)
7.2 Introduction to hedges of nonfinancial items
PDF) Counterparty Credit Risk and Credit Value Adjustment Second Edition
Full article: Coherent global market simulations and securitization measures for counterparty credit risk
Collateralisation: CVA & FVA - Murex - Alexandre Bon
Counterparty Credit Risk- CVA,DVA and FVA
Buy Modelling, Pricing, and Hedging Counterparty Credit Exposure by Giovanni Cesari With Free Delivery
Full article: Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading
eCFR :: 12 CFR 3.132 -- Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
The xVA Challenge: Counterparty Credit Risk Book
)
