A Unified Approach to xVA with CSA Discounting and Initial Margin (Q5162843)
From MaRDI portal
scientific article; zbMATH DE number 7421258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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)
0 references
5 November 2021
0 references
CVA
0 references
DVA
0 references
FVA
0 references
CollVA
0 references
xVA
0 references
EPE
0 references
Basel III
0 references
collateral
0 references
initial margin
0 references
0 references
0 references
0 references
0 references
