المؤلفون: Büchel, Patrick, Kratochwil, Michael, Rösch, Daniel

مصطلحات موضوعية: ddc:330, G21, G32, Counterparty credit risk, Credit valuation adjustments (CVA), Credit exposure, Standardized approach for measuring counterparty credit risk exposures (SA-CCR)

Relation: Journal: Review of Derivatives Research; Volume: 23; Year: 2020; Issue: 3; Pages: 273-322; New York, NY: Springer US; https://hdl.handle.net/10419/288900

الاتاحة: https://hdl.handle.net/10419/288900
https://doi.org/10.1007/s11147-019-09165-w

المؤلفون: Kratochwil, Michael

مصطلحات موضوعية: ddc:330, counterparty credit risk, regulatory capital, credit exposure, credit valuation adjustments (CVA), standardized approach for measuring counterparty credit risk exposures (SA-CCR), initial margin, forward sensitivities, bilateral margining, 330 Wirtschaft, ddc:310, G21, G32, G33, G01, G23, 310 Statistik

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::248a84045db4ce861de93a17b0e7f5e3
https://epub.uni-regensburg.de/43882/

المؤلفون: Michael Kratochwil, Patrick Büchel, Daniel Rösch

مصطلحات موضوعية: 050208 finance, G21 G32, Computer science, ddc:330, Standardized approach, 330 Wirtschaft, 05 social sciences, Economics, Econometrics and Finance (miscellaneous), Asset allocation, 310 Statistik, Counterparty credit risk, Credit valuation adjustments (CVA), Credit exposure, Standardized approach for measuring counterparty credit risk exposures (SA-CCR), Derivative (finance), Risk analysis (engineering), 0502 economics and business, 050207 economics, Finance, Credit risk, Valuation (finance)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d49c53b5932a6c4a401db4f2b0e3599
https://epub.uni-regensburg.de/44316/