Results 41 to 50 of about 838 (122)
APPLYING MPCA ANALYSIS TO EVALUATE FINANCIAL PERFORMANCE OF ROMANIAN LISTED COMPANIES [PDF]
Annals of the University of Oradea: Economic Science, 2017 The paper aims to investigate the main determinants of financial performance of Romanian companies using principal component analysis technique (PCA) for the year 2015 by constructing a composite index of financial performance and revealing also the main
Bogdan Victoria +2 more
doaj
Credit Valuation Adjustment (CVA) Analytics
, 2022 Credit Valuation Adjustment (CVA) is the difference in value of an OTC derivatives position due to counterparty credit risk. More informally, think of CVA as the fair value of buying protection against the counterparty’s potential failure to meet contractual obligations.
openaire +1 more source
What can we learn about credit risk from debt valuation adjustments? [PDF]
, 2022 Wen C. Lin +3 more
openalex +1 more source
Default Process Modeling and Credit Valuation Adjustment
, 2023 24 pages, 6 ...
openaire +2 more sources
Credit Valuation Adjustment Model
, 2019 Credit valuation adjustment (CVA) has become the first line of defense and the central part of counterparty risk management. This paper presents a new framework for calculating credit value adjustment. The model can easily incorporate various credit mitigation techniques, such as netting agreements and margin agreements, and can capture wrong/right way
openaire +2 more sources
, 2016 O objetivo desta dissertação é proporcionar uma visão mais abrangente da técnica de Credit Valuation Adjustment (CVA). A visão que se pretende transmitir vai desde a origem do tema às diferentes abordagens para a implementação do ajustamento, passando obrigatoriamente pela temática das diferentes regulamentações produzidas pelos organismos reguladores ...
openaire +3 more sources
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
, 2020 Tim Xiao
openalex +3 more sources
Credit Valuation Adjustment: In theory and practice
, 2014 This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated.After some conceptual background material, a journey is taken through ...
Franzén, Dan, Sjöholm, Otto
openaire +1 more source
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk [PDF]
, 2019 Tim Xiao
+5 more sources
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach [PDF]
, 2020 Patrick Büchel +2 more
openalex +1 more source