CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK (Q5746926)
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scientific article; zbMATH DE number 6256763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK |
scientific article; zbMATH DE number 6256763 |
Statements
CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK (English)
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11 February 2014
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credit risk
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credit value adjustment
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systemic risk
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