Funding Value Adjustment (FVA)-Reference-Cited by-同舟云学术

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Funding Value Adjustment (FVA)

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Alavian Shahram

Publisher

Elsevier BV

Reference8 articles.

1. Funding Beyond Discounting: collateral agreements and derivatives pricing;V Peterbarg;Risk,2010

2. Risky Funding: A Unified Framework for Counterparty and Liquidity Charges

3. The Price Is Wrong;W Christopher;Risk,2010

4. Dealing With Funding On Uncollateralized Swaps;W Christopher;Risk,2010

5. IAS 39 – Financial Instruments: Recognition and Measurement

Cited by 3 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. Fully Liquidity Adjusted CVA;SSRN Electronic Journal;2011

2. CVA, DVA, LVA, FVA, CSA and What Else?;SSRN Electronic Journal;2011

3. FVA, Modelling and Netting Arbitrage - Introduction;SSRN Electronic Journal;2011

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