XVA Desks — A New Era for Risk Management
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Published By Palgrave Macmillan UK

9781349686223, 9781137448200

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Calculation of Exposure Contributions

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0030 ◽

2015 ◽

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Model Risk Management

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0023 ◽

2015 ◽

Keyword(s):

Risk Management ◽

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XVA Desks

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0021 ◽

2015 ◽

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FVA Desk, the Effect of Funding

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0018 ◽

2015 ◽

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CVA Desk, a Bilateral Dance

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0017 ◽

2015 ◽

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Default Probability, Loss Given Default, and Credit Portfolio Models

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0012 ◽

2015 ◽

Keyword(s):

Default Probability ◽

Loss Given Default ◽

Credit Portfolio

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Exposure Allocation

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0010 ◽

2015 ◽

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Right and Wrong-Way Risk in Equity Options

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0035 ◽

2015 ◽

Keyword(s):

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Calculating and Managing FVA

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0019 ◽

2015 ◽

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The Roots of Counterparty Credit Risk

XVA Desks — A New Era for Risk Management ◽

10.1057/9781137448200.0007 ◽

2015 ◽

Keyword(s):

Credit Risk ◽

Counterparty Credit Risk

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