A bond consistent derivative fair value
Year of publication: |
June 2016
|
---|---|
Authors: | Gunnesson, C. Johan ; Fernández Muñoz de Morales, Alberto |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 2, p. 113-133
|
Subject: | counterparty risk | credit valuation adjustment (CVA) | funding valuation adjustment (FVA) | accountancy | IFRS 13 | fixed income | Kreditrisiko | Credit risk | Derivat | Derivative | IFRS | Anleihe | Bond | Fair-Value-Bilanzierung | Fair value accounting | Bilanzielle Bewertung | Accounting valuation | Unternehmensbewertung | Firm valuation | Theorie | Theory | Finanzanalyse | Financial analysis |
-
Illiquid assets and the opacity discount in banks' valuation
Anselmi, Guido, (2021)
-
Fair Value : Bewertung in Rechnungswesen, Controlling und Finanzwirtschaft
Bieg, Hartmut, (2005)
-
Beaudoin, Cathy A., (2014)
- More ...
-
A Bond Consistent Derivative Fair Value
Gunnesson, Johan, (2014)
-
Recovering from Derivatives Funding : A Consistent Approach to DVA, FVA and Hedging
Gunnesson, Johan, (2014)
- More ...