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• Credit Valuation Adjustment (CVA) Introduction

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  Credit value adjustment, CVA, credit risk, valuation, risk management

  Search term matches:

  Tag

  ... credit value adjustment ...

  
  

• The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Article

  Tag(s):

  credit value adjustment (CVA), credit risk modeling, financial derivative valuation, collateralization, margin and netting.

  Search term matches:

  Title

  ... The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment ...

  Tag

  ... credit value adjustment (cva) ...

  Full Text

  ... The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment ...

  
  

• An Accurate Solution for Credit Valuation Adjustment (CVA) and Wrong Way Risk

  Author(s):

  Tim Xiao (see profile)

  Date:

  2015

  Group(s):

  Business Management, Scholarly Communication

  Subject(s):

  Economics, Knowledge management, Commercial statistics

  Item Type:

  Article

  Tag(s):

  asset pricing, credit value adjustment, wrong way risk, credit risk modeling, default time approach, Business data

  Search term matches:

  Tag

  ... credit value adjustment ...

  Full Text

  ... calculating credit value adjustment (CVA). In contrast to previous studies, the model relies ...

  
  

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