EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS (Q2836220)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS |
scientific article |
Statements
EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS (English)
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8 December 2016
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model risk
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counterparty credit risk
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credit valuation adjustments
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wrong way risk
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mass-transportation
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