The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment [PDF]
, 2020 Tim Xiao
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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
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Bank capital buffer releases, public guarantee programs, and dividend bans in COVID-19 Europe: an appraisal. [PDF]
Eur J Law Econ, 2022 Matyunina A, Ongena S.
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Impact of Multiple Curve Dynamics in Credit Valuation Adjustments under Collateralization
, 2015 Giacomo Bormetti +3 more
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Cognitive and neural bases of visual-context-guided decision-making. [PDF]
Neuroimage, 2023 Sun S, Yu H, Wang S, Yu R.
europepmc +1 more source
Company Cost of Capital and Leverage: A Simplified Textbook Relationship Revisited. [PDF]
Schmalenbach Z Betriebswirtsch Forsch, 2023 Haag V, Koziol C.
europepmc +1 more source
A Neural Network Model for Digitizing Enterprise Carbon Assets Based on Multimodal Knowledge Mapping. [PDF]
Comput Intell Neurosci, 2022 Liu J, Zhang C.
europepmc +1 more source
Private placements of equity and accessibility of bank loans. [PDF]
PLoS One, 2023 Song X, Liu C, Ding Z, Huang C, Zhang Q.
europepmc +1 more source
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures
European Journal of Operational Research, 2018 D. Brigo, Frédéric Vrins
semanticscholar +1 more source