Derivatives Hedging, Capital and Leverage-Reference-Cited by-同舟云学术

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Derivatives Hedging, Capital and Leverage

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Prampolini Andrea,Morini Massimo

Publisher

Elsevier BV

Reference14 articles.

1. Funding Value Adjustments

2. Basel III: A global regulatory framework for more resilient banks and banking systems;Basel Committee on Banking Supervision,2011

3. The standardised approach for measuring counterparty credit risk exposures;Basel Committee on Banking Supervision,2014

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. CCR KVA Relief Through CVA: A Regression-Based Monte Carlo Approach;SSRN Electronic Journal;2018

2. Cost of Clearing and CCP Basis (Presentation Slides);SSRN Electronic Journal;2018

3. An Indifference Approach to the Cost of Capital Constraints: KVA and Beyond;SSRN Electronic Journal;2017

4. Gap Risk KVA and Repo Pricing: An Economic Capital Approach in the Black-Scholes-Merton Framework;SSRN Electronic Journal;2016

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