Results 51 to 60 of about 121,966 (252)
CVA and FVA to Derivatives Trades Collateralized by Cash
, 2013 In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining ...
Wu, Lixin
core +1 more source
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
Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments [PDF]
, 2015 We develop a multi-curve term structure setup in which the modelling ingredients are expressed by rational functionals of Markov processes. We calibrate to LIBOR swaptions data and show that a rational two-factor lognormal multi-curve model is sufficient
Crepey, Stephane +3 more
core +2 more sources
Central Dysmyelination in SSADH‐Deficient Humans and Mice
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives Succinic semialdehyde dehydrogenase deficiency (SSADHD) is an inherited metabolic disorder characterized by an accumulation of γ‐aminobutyric (GABA). In addition to its synaptic role as an inhibitory neurotransmitter, GABA also plays an important role in myelination.
Itay Tokatly Latzer +11 more
wiley +1 more source
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
Arthritis Care &Research, EarlyView.Objective Imaging evidence of active sacroiliitis is important for diagnosis, classification, and monitoring of axial spondyloarthritis (axSpA). However, there is no consistent guidance on whether patients should temporarily stop nonsteroidal anti‐inflammatory drugs (NSAIDs) before magnetic resonance imaging (MRI).
Gareth T. Jones +10 more
wiley +1 more source
Basel III Credit Valuation Adjustment Capital Charge and Wrong Way Risk
Bankers, Markets & Investors, 2018 As part of a very dynamic financial environment, regulations are always being improvedand enhanced in order to keep the financial markets as transparent and regulated aspossible.
MABELLE SAYAH
semanticscholar +1 more source
The impact of positive lifestyle behaviors on direct healthcare cost savings for low back pain
Arthritis Care &Research, Accepted Article.Objective This study aimed to investigate the relationship between a previously purpose‐developed lifestyle behavior scale and healthcare cost savings related to low back pain (LBP). Methods This longitudinal study utilised data from the AUstralian Twin BACK (AUTBACK) study. LBP and lifestyle behavior measures were collected at baseline.
Ye Tian +8 more
wiley +1 more source
The Credit Valuation Adjustment of an Interest Rate Swap Step-by-Step (Static Formulation)
, 2016 Alonso Peña
openalex +2 more sources
Advanced Engineering Materials, EarlyView.Steel samples are investigated using complementary simulations and measurements. Transmission electron microscopy in bright‐field mode, combined with energy‐dispersive X‐ray spectroscopy maps for titanium and niobium, reveals distinct particle populations. Simulations reproduce these in size and composition.
Marc Laub +3 more
wiley +1 more source