XVA analysis from the balance sheet (Q5014178)
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scientific article; zbMATH DE number 7436779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | XVA analysis from the balance sheet |
scientific article; zbMATH DE number 7436779 |
Statements
XVA analysis from the balance sheet (English)
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1 December 2021
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counterparty risk
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balance sheet of a bank
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market incompleteness
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wealth transfer
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X-valuation adjustment (XVA)
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deep learning
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quantile regression
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0.8468707799911499
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0.8391087055206299
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0.8309254050254822
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0.8012104630470276
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