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Credit Valuation Adjustment
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61	COHERENT GLOBAL MARKET SIMULATIONS AND SECURITIZATION MEASURES FOR COUNTERPARTY CREDIT RISK CLAUDIO ALBANESE, TOUFIK BELLAJ, GUILLAUME GIMONET, GIACOMO PIETRONERO Quantitative Strategies, Investment Banking Division, Cre Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:21 Economics Actuarial science Financial risk Financial markets Investment Credit Valuation Adjustment CVA Quantitative analyst Arbitrage Financial economics Finance Mathematical finance
62	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
63	Best Sell-Side Credit Risk Product Numerix Following a pair of 2013 Sell-Side Technology Awards wins for its CrossAsset credit risk platform, including sell-side product of the year, Numerix is back in the same positio Add to Reading List Source URL: www.numerix.com Language: English - Date: 2014-06-10 12:31:40 CVA Titles Basel III Valuation Credit risk Derivative Credit Valuation Adjustment Finance Financial economics Economics
64	Senior Supervisors Group Progress Report on Counterparty Data LL O F T HE Add to Reading List Source URL: www.bancaditalia.it Language: English - Date: 2014-03-12 02:54:07 Financial risk Collateral management Credit Bank regulation Credit risk Credit Valuation Adjustment ACT Counterparty Repurchase agreement Financial economics Finance Economics
65	RESTRUCTURING COUNTERPARTY CREDIT RISK arXiv:1112.1607v2 [q-fin.RM] 6 May 2012 CLAUDIO ALBANESE, DAMIANO BRIGO, AND FRANK OERTEL Abstract. We introduce an innovative theoretical framework to model derivative transaction Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-05-08 02:38:52 United States housing bubble Financial markets Financial risk Bank regulation Structured finance Credit Valuation Adjustment CVA Credit default swap Collateral Financial economics Finance Investment
66	Counterparty Risk and Funding: arXiv:1210.5046v1 [q-fin.RM] 18 Oct 2012 The Four Wings of the TVA St´ephane Cr´epey, R´emi Gerboud, Zorana Grbac and Nathalie Ngor Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-10-18 20:38:10 Mathematical finance Actuarial science Credit Valuation Adjustment Credit default swap Valuation Financial system Credit risk Arbitrage Forward contract Financial economics Finance Financial risk
67	Dan Rosen R2 Financial Technologies Add to Reading List Source URL: www.risklab.es Language: English - Date: 2011-05-20 07:46:36 Economics Financial regulation Mathematical finance Bank regulation Finance Credit Valuation Adjustment Basel III CVA Potential future exposure Actuarial science Financial risk Business
68	OTC CVA Add to Reading List Source URL: www.imes.boj.or.jp Language: English - Date: 2011-04-19 20:43:18 Mathematical finance CVA Ø Science Actuarial science Credit Valuation Adjustment Financial risk
69	PDF Document Add to Reading List Source URL: www.garpdigitallibrary.org Language: English - Date: 2012-08-15 13:27:44 Financial markets Financial risk Mathematical finance United States housing bubble Credit Valuation Adjustment Interest rate swap Credit risk Derivative Potential future exposure Financial economics Finance Economics

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