capital-value-adjustment

  1. Nicole Seaman

    P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)

    Learning objectives: Identify counterparty risk intermediaries including central counterparties (CCPs), derivative product companies (DPCs), special purpose vehicles (SPVs) and monoline insurance companies (monolines) and describe their roles. Describe the risk management process of a CCP and...
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