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
Positive XVAs (English)
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19 October 2022
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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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