Simultaneous Hedging of Regulatory and Accounting CVA (Q4689906)
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scientific article; zbMATH DE number 6959384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous Hedging of Regulatory and Accounting CVA |
scientific article; zbMATH DE number 6959384 |
Statements
Simultaneous Hedging of Regulatory and Accounting CVA (English)
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22 October 2018
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CVA risk charge
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accounting CVA
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hedging
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optimization
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