The following sections are included: Counterparty Credit Risk for OTC Instruments Current Exposure Method (CEM) Exposure at Contract Level Exposure at Counterparty Level Exposure with Collateral Payments Potential Future Exposure (PFE) Regulatory Methodology From the Add-on Factors to the Parametric Approach Parametric Potential Future Exposure
EAD Modeling
Giuseppe Orlando
;
2022-01-01
Abstract
The following sections are included: Counterparty Credit Risk for OTC Instruments Current Exposure Method (CEM) Exposure at Contract Level Exposure at Counterparty Level Exposure with Collateral Payments Potential Future Exposure (PFE) Regulatory Methodology From the Add-on Factors to the Parametric Approach Parametric Potential Future ExposureFile in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
