XVA analysis from the balance sheet (Q5014178): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:17, 8 February 2024
scientific article; zbMATH DE number 7436779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | XVA analysis from the balance sheet |
scientific article; zbMATH DE number 7436779 |
Statements
XVA analysis from the balance sheet (English)
0 references
1 December 2021
0 references
counterparty risk
0 references
balance sheet of a bank
0 references
market incompleteness
0 references
wealth transfer
0 references
X-valuation adjustment (XVA)
0 references
deep learning
0 references
quantile regression
0 references
