A Unified Approach to xVA with CSA Discounting and Initial Margin (Q5162843)

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scientific article; zbMATH DE number 7421258
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A Unified Approach to xVA with CSA Discounting and Initial Margin
scientific article; zbMATH DE number 7421258

    Statements

    A Unified Approach to xVA with CSA Discounting and Initial Margin (English)
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    5 November 2021
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    CVA
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    DVA
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    FVA
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    CollVA
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    xVA
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    EPE
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    Basel III
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    collateral
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    initial margin
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