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  • Search: subject:"Collateral Transformation"
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Year of publication
Subject
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CSA Discounting 1 Cheapest-to-deliver collateral 1 Collateral Arbitrage 1 Collateral Management 1 Collateral Optimization 1 Collateral Transformation 1 Credit Value Adjustment 1 Debit Value Adjustment 1 Funding 1 Funding Value Adjustment 1 Liquidity 1 Liquidity Value Adjustment 1 OIS Discounting 1 Refinancing 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Freon, Helene 1 Genest, Benoit 1 Rego, David 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
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Collateral Optimization : Liquidity & Funding Value Adjustments, - Best Practices -
Genest, Benoit; Rego, David; Freon, Helene - Volkswirtschaftliche Fakultät, … - 2013
levers of Non-Cash Collateral Transformation into Cash (repo market, central bank loans, re-hypothecation of received non …
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