Credit, funding, margin, and capital valuation adjustments for bilateral portfolios (Q2296097): Difference between revisions

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+Coherent global market simulations and securitization measures for counterparty credit risk
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+RESTRUCTURING COUNTERPARTY CREDIT RISK
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+XVA analysis from the balance sheet
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+Central Clearing Valuation Adjustment
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+Q2734511
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+Credit risk: Modelling, valuation and hedging
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+Valuation and Hedging of Contracts with Funding Costs and Collateralization
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+A General Formula for Valuing Defaultable Securities
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+BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA
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+Counterparty risk and funding: immersion and beyond
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+Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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+BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
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