Risky funding: a unified framework for counterparty and liquidity risk
Year of publication: |
2010-05-20
|
---|---|
Authors: | Morini, Massimo ; Prampolini, Andrea |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | counterparty risk | CVA | DVA | funding | liquidity | bond-CDS basis |
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