COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS (Q5299995)
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scientific article; zbMATH DE number 6180167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS |
scientific article; zbMATH DE number 6180167 |
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COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS (English)
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24 June 2013
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counterparty risk
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credit valuation adjustment
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CVA
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OTC contracts
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break clauses
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additional termination events
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rating triggers
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dynamic collateralization
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