Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Crossref DOI link: https://doi.org/10.1007/s11147-019-09165-w
Published Online: 2020-01-14
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Büchel, Patrick
Kratochwil, Michael http://orcid.org/0000-0001-6324-035X
Rösch, Daniel
Funding for this research was provided by:
Universität Regensburg
Text and Data Mining valid from 2020-01-14
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Article History
First Online: 14 January 2020