Central Clearing Valuation Adjustment (Q5266361)
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scientific article; zbMATH DE number 6725625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central Clearing Valuation Adjustment |
scientific article; zbMATH DE number 6725625 |
Statements
Central Clearing Valuation Adjustment (English)
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2 June 2017
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counterparty risk
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margins
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default fund
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cost of funding
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cost of capital
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netting
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