Computing valuation adjustments for counterparty credit risk using a modified supervisory approach

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1573-7144
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach ; day:14 ; month:1 ; year:2020 ; pages:1-50
Review of derivatives research ; (14.1.2020), 1-50

Classification
Wirtschaft

Creator
Büchel, Patrick
Kratochwil, Michael
Rösch, Daniel
Contributor
SpringerLink (Online service)

DOI
10.1007/s11147-019-09165-w
URN
urn:nbn:de:101:1-2020041918531891100983
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:03 AM CEST

Data provider

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Associated

  • Büchel, Patrick
  • Kratochwil, Michael
  • Rösch, Daniel
  • SpringerLink (Online service)

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