Accounting for OTC Derivatives: Funding Adjustments and the Re-Hypothecation Option-Reference-Cited by-同舟云学术

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Accounting for OTC Derivatives: Funding Adjustments and the Re-Hypothecation Option

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Albanese Claudio,Andersen Leif B. G.

Publisher

Elsevier BV

Reference22 articles.

1. Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk;C Albanese;Quantitative Finance,2011

2. Consultative Document: Application of Own Credit Risk Adjustments to Derivatives. Basel Committee on Bank Supervision;BCBS,2012

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