A bond consistent derivative fair value
C. Johan Gunnesson and Alberto Fernández Muñoz de Morales
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Gunnesson, C. Johan ; Fernández Muñoz de Morales, Alberto |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 2, p. 113-133
|
| Subject: | counterparty risk | credit valuation adjustment (CVA) | funding valuation adjustment (FVA) | accountancy | IFRS 13 | fixed income | Derivat | Derivative | IFRS | Kreditrisiko | Credit risk | Anleihe | Bond | Fair-Value-Bilanzierung | Fair value accounting | Theorie | Theory | Finanzanalyse | Financial analysis |