xVA : definition, evaluation and risk management
Lixin Wu, Dawei Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Wu, Lixin ; Zhang, Dawei |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 1, p. 1-24
|
| Subject: | Credit valuation adjustment (CVA) | funding valuation adjustment (FVA) | funding cost adjustment (FCA) | margin valuation adjustment (MVA) | collateral valuation adjustment (ColVA) | capital valuation adjustment (KVA) | Kreditrisiko | Credit risk | Theorie | Theory | Bewertung | Evaluation | Derivat | Derivative | Kreditsicherung | Collateral | Unternehmensbewertung | Firm valuation | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012270895