Funding Cost and a New Capital Model
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References listed on IDEAS
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More about this item
KeywordsCVA - Credit Value Adjustment DVA - Debit Value Adjustment FVA - Funding Value Adjustment EL - Expected Loss Capital Debt CVA - Credit Value Adjustment DVA - Debit Value Adjustment FVA - Funding Value Adjustment PD – Probability of Default EL - Expected Loss Capital Debt Attribution;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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