Results 111 to 120 of about 117,882 (162)

Navigating Ghana's economic waters: Exploring the impact of Fiscal and Monetary policies on stock market performance. [PDF]

Heliyon
Cobbinah BB, Wen Y, Sarpong FA.
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Mitigation bank applications for freshwater systems: Control mechanisms, project complexity, and caveats. [PDF]

PLoS One
Theis S, Poesch M.
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Effects of clinical interventions through a comprehensive medication management program: A retrospective study among outpatients in a private hospital. [PDF]

Explor Res Clin Soc Pharm
Esteban Zavaleta-Monestel, Serrano-Arias B, Arguedas-Chacón S, Quirós-Romero A, Díaz-Madriz JP, Villalobos-Madriz A, Robles-Calderón A, Bucknor-Masís J, Chaverri-Fernández JM.   +8 more
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Association between sodium-to-potassium ratio in spot urine and hospitalization due to heart failure in high-risk Japanese patients. [PDF]

Int J Cardiol Heart Vasc
Sadanaga T, Hirota S.
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Post-reinforcement pauses during slot machine gambling are moderated by immersion. [PDF]

Q J Exp Psychol (Hove)
Murch WS, Ferrari MA, Clark L.
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Is the market biased in M&A, dividend payment, and share repurchase events? [PDF]

Heliyon
Quang LT.
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Protocol-based assessment and management of first episode psychosis: Comparison of short and medium-term outcomes in psychopathology, quality of life, functioning and family burden across two sites in India.

Asian J Psychiatr
Chadda RK, Sood M, Chawla N, Padmavati R, Thara R, Raghavan V, Shukla T, Patil V, Sen MS, Mohan M, Iyer S, Shah J, Madan J, Birchwood M, Meyer C, Lilford RJ, Furtado V, Currie G, Singh SP.   +18 more
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Cash CVA -- Credit Valuation Adjustment in the Cash Form

SSRN Electronic Journal, 2021
Credit default swaps (CDS) are unfunded, or the synthetic form of credit exposure, while bonds are fully funded, thus the cash form. Borrowing this industry jargon, credit valuation adjustment (CVA) would be seen synthetic, because it is defined as the present value of buying a default protection on counterparty exposure through CDS.
W. Lou
openaire   +3 more sources

Credit Valuation Adjustment (CVA) [PDF]

SSRN Electronic Journal, 2008
This paper provides an overview of counterparty default risk and counter-party valuation adjustments, within the context of collateralized and un-collateralized trading relationships. The counterparty valuation adjustment terms are derived by decomposing an un-defaultable portfolio into a set of binary states.
Shahram Alavian, Jie Ding, Peter Whitehead, Leonardo Laudicina   +3 more
openalex   +2 more sources