Computing valuation adjustments for counterparty credit risk using a modified supervisory approach (Q2211014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing valuation adjustments for counterparty credit risk using a modified supervisory approach |
scientific article |
Statements
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach (English)
0 references
10 November 2020
0 references
counterparty credit risk
0 references
credit valuation adjustments (CVA)
0 references
credit exposure
0 references
standardized approach for measuring counterparty credit risk exposures (SA-CCR)
0 references
