A unified approach to xVA with CSA discounting and initial margin (Q5162843)
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scientific article; zbMATH DE number 7421258
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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)
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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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0.7743141651153564
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0.7692617177963257
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0.7500740885734558
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0.7482165694236755
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