xVA : definition, evaluation and risk management
Year of publication: |
2020
|
---|---|
Authors: | Wu, Lixin ; Zhang, Dawei |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 1, p. 1-24
|
Subject: | Credit valuation adjustment (CVA) | funding valuation adjustment (FVA) | funding cost adjustment (FCA) | margin valuation adjustment (MVA) | collateral valuation adjustment (ColVA) | capital valuation adjustment (KVA) |
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