Behavioral value adjustments (Q4602492)
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scientific article; zbMATH DE number 6824295
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Behavioral value adjustments |
scientific article; zbMATH DE number 6824295 |
Statements
BEHAVIORAL VALUE ADJUSTMENTS (English)
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11 January 2018
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behavioral risk
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prepayment
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mortgage
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MBS
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RMBS
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XVA
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CVA
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KVA
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credit risk
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embedded option
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BIS
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OAS
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IRRBB
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0.6788533329963684
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0.6629233956336975
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0.6620528101921082
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0.6561009883880615
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0.6556239724159241
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