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Credit Valuation Adjustment
Results: 69

#	Item
51	Senior Supervisors Group Progress Report on Counterparty Data LL O F T HE Add to Reading List Source URL: www.financialstabilityboard.org Language: English - Date: 2014-01-15 02:58:00 Financial risk Collateral management Credit Bank regulation Credit risk Credit Valuation Adjustment ACT Counterparty Repurchase agreement Financial economics Finance Economics
52	THE FVA-DVA PUZZLE: RISK MANAGEMENT AND COLLATERAL TRADING STRATEGIES CLAUDIO ALBANESE AND STEFANO IABICHINO Abstract. In the aftermath of the crisis, valuations of fixed income derivatives have significantly diverged fr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Business Contract law Financial risk United States housing bubble Repurchase agreement Credit Valuation Adjustment Credit risk Futures contract Derivative Finance Financial economics Financial markets
53	14 September[removed]Banking Stakeholder Group Comments from the Banking Stakeholder Group on the EBA Consultation Paper on Draft Regulatory Technical Standards for credit valuation adjustment risk on the Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-28 04:53:35 Value at risk Finance Financial risk Actuarial science Mathematical finance
54	14 September[removed]Banking Stakeholder Group Comments from the Banking Stakeholder Group on the EBA Consultation Paper on Draft Regulatory Technical Standards for credit valuation adjustment risk on the Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 09:34:41 Value at risk Finance Financial risk Actuarial science Mathematical finance
55	EBA/RTS[removed]December 2013 EBA FINAL draft Regulatory Technical Standards on credit valuation adjustment risk for the determination of a proxy spread and the specification of a limited number of smaller portfolios Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 05:27:45 Bank regulation United States housing bubble Systemic risk Financial risk Basel III Basel II Credit default swap European Banking Authority Credit Valuation Adjustment Finance Financial economics Financial regulation
56	14 September[removed]Banking Stakeholder Group Comments from the Banking Stakeholder Group on the EBA Consultation Paper on Draft Regulatory Technical Standards for credit valuation adjustment risk on the Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 09:34:41 Value at risk Finance Financial risk Actuarial science Mathematical finance
57	14 September[removed]Banking Stakeholder Group Comments from the Banking Stakeholder Group on the EBA Consultation Paper on Draft Regulatory Technical Standards for credit valuation adjustment risk on the Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-28 04:53:35 Value at risk Finance Financial risk Actuarial science Mathematical finance
58	Counterparty Credit Risk, Collateral and Funding With Pricing Cases for all Asset Classes Damiano Brigo, Massimo Morini and Andrea Pallavicini Order now, and save!! Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2012-10-09 05:29:20 United States housing bubble Financial risk Actuarial science Bank regulation Mathematical finance Collateral management Credit Valuation Adjustment Credit default swap Damiano Brigo Financial economics Finance Economics
59	Counterparty risk, collateral and funding across asset classes with arbitrage-free dynamical models London Graduate School in Mathematical Finance - MF6 Course London, Nov 6,7,13,14, 2012 Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2013-04-15 06:56:46 Mathematical finance United States housing bubble Financial risk Credit Valuation Adjustment Credit default swap Credit risk CVA Futures contract Basel III Financial economics Finance Damiano Brigo
60	EBA-Op[removed]December 2013 Opinion of the European Banking Authority on Credit Valuation Adjustment risk for the determination of a proxy spread Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 10:33:57 Mathematical finance Management Business Risk management European Banking Authority Credit Valuation Adjustment Value at risk European System of Financial Supervisors Actuarial science Financial risk Risk

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