DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (Q3100992)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS |
scientific article |
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DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (English)
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22 November 2011
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counterparty credit risk
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unilateral (bilateral) credit value adjustment
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obliged (optional) credit triggers
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mark-to-credit
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