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Credit Valuation Adjustment (CVA) Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Credit value adjustment
,
CVA
,
credit risk
,
valuation
,
risk management
Search term matches:
Tag
...
credit
value
adjustment
...
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA)
,
credit risk modeling
,
financial derivative valuation
,
collateralization
,
margin and netting.
Search term matches:
Title
... The Valuation of Financial Derivatives Subject to Counterparty Risk and
Credit
Value
Adjustment
...
Tag
...
credit
value
adjustment
(cva) ...
Full Text
... The Valuation of Financial Derivatives Subject to Counterparty Risk and
Credit
Value
Adjustment
...
An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk
Author(s):
Tim Xiao
(see profile)
Date:
2015
Group(s):
Business Management
,
Scholarly Communication
Subject(s):
Economics
,
Knowledge management
,
Commercial statistics
Item Type:
Article
Tag(s):
asset pricing
,
credit value adjustment
,
wrong way risk
,
credit risk modeling
,
default time approach
,
Business data
Search term matches:
Tag
...
credit
value
adjustment
...
Full Text
... calculating
credit
value
adjustment
(CVA). In contrast to previous studies, the model relies ...
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