A method for pricing the credit valuation adjustment of unlisted companies
Year of publication: |
2019
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Authors: | Formenti, Matteo |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 12.2019, 2, p. 184-194
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Subject: | counterparty credit risk | credit valuation adjustment | International Financial Reporting Standard (IFRS) | IFRS | Bilanzierungsgrundsätze | Accounting standards | Jahresabschluss | Financial statement | Unternehmensbewertung | Firm valuation | Kreditrisiko | Credit risk | USA | United States |
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