Dangerous knowledge: credit value adjustment with credit triggers (Q3100992)
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scientific article; zbMATH DE number 5976535
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Dangerous knowledge: credit value adjustment with credit triggers |
scientific article; zbMATH DE number 5976535 |
Statements
DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS (English)
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22 November 2011
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counterparty credit risk
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unilateral (bilateral) credit value adjustment
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obliged (optional) credit triggers
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mark-to-credit
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0.8282651305198669
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0.8040787577629089
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0.7985620498657227
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0.7978852987289429
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