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Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of Derivatives Research
23
(
2020
)
3
,
pp. 273-322
modified version of the new regulatory
standardized
approach
(SA-CCR). Hence, it conforms with supervisory rules and IFRS 13 …
Persistent link: https://www.econbiz.de/10014504522
Saved in:
2
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
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