Can Loan Valuation Adjustment (LVA) approach immunize collateralized debt from defaults?

Author:

Wojakowski Rafal M.1,Ebrahim M. Shahid2,Jaafar Aziz3,Osman Salleh Murizah4

Affiliation:

1. University of Surrey, Faculty of Arts and Social SciencesSurrey Business School Guildford GU2 7XH UK

2. Durham University Business School Mill Hill Lane Durham DH1 3LB UK

3. Bangor Business SchoolBangor University Hen Goleg, Bangor Gwynedd LL57 2DG UK

4. Bank Negara Malaysia (Central Bank of Malaysia) Jalan Dato’ Onn 50480 Kuala Lumpur Malaysia

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Finance

Reference48 articles.

1. Do Financial Institutions Matter?

2. Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option

3. Credit Rationing: Issues and Questions

4. Basel III.(2017).Finalising post‐crisis reforms. Basel Committee on Banking Supervision Bank for International Settlements.

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