Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Bert-Jan Nauta
| Year of publication: |
2015
|
|---|---|
| Authors: | Nauta, Bert-Jan |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 2, p. 1-30
|
| Subject: | Valuation | funding costs | liquidity risk | CVA | DVA | FVA | balance sheet | Derivat | Derivative | Portfolio-Management | Portfolio selection | Bankenliquidität | Bank liquidity | Kapitalkosten | Cost of capital | Liquidität | Liquidity | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403233