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Start Over
XVA in the Wake of the Financial Crisis
- Source :
- Commercial Banking Risk Management ISBN: 9781137594419
- Publication Year :
- 2016
- Publisher :
- Palgrave Macmillan US, 2016.
-
Abstract
- In the wake of the financial crisis of 2007–2008, it has become standard in practice to introduce and implement a serious of valuation adjustments for counterparty credit (CVA), one’s own credit (DVA), funding costs (FVA), regulatory capital (KVA), and initial margin (MVA). This chapter explains the major insights of these valuation adjustments.
Details
- ISBN :
- 978-1-137-59441-9
- ISBNs :
- 9781137594419
- Database :
- OpenAIRE
- Journal :
- Commercial Banking Risk Management ISBN: 9781137594419
- Accession number :
- edsair.doi...........ffeded4f86bfeb97b8c80525ac58bcc6