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Positive XVAs - MaRDI portal

Positive XVAs (Q2085834)

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scientific article; zbMATH DE number 7604124
Language Label Description Also known as
English
Positive XVAs
scientific article; zbMATH DE number 7604124

    Statements

    title
    Positive XVAs (English)
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    author
    Stéphane Crépey
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    publication date
    19 October 2022
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    zbMATH Keywords
    counterparty risk
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    market incompleteness
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    credit valuation adjustment (CVA)
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    funding valuation adjustment (FVA)
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    capital valuation adjustment (KVA)
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    wealth transfer
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    central counterparties (CCP)
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    Identifiers

    zbMATH DE Number
    7604124
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    OpenAlex ID
    W4293215052
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    DOI
    10.3934/FMF.2022003
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