XVA metrics for CCP optimization (Q2173275)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | XVA metrics for CCP optimization |
scientific article |
Statements
XVA metrics for CCP optimization (English)
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22 April 2020
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central counterparty
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initial margin
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default fund
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cost of funding initial margin
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cost of capital
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