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CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK - MaRDI portal

CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK (Q5746926)

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scientific article; zbMATH DE number 6256763
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English
CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK
scientific article; zbMATH DE number 6256763

    Statements

    title
    CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK (English)
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    author
    Cyril Durand
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    Marek Rutkowski
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    publication date
    11 February 2014
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    zbMATH Keywords
    credit risk
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    credit value adjustment
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    systemic risk
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    Identifiers

    zbMATH DE Number
    6256763
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    arXiv ID
    1307.6486
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