PrevioRisk
Seeing the unseen
Search
Solutions
Key Features & Benefits
Modules
PFE Tables
Pre-Deal Manager
Exposure Analytics
CVA
Data Visualization/Dashboard
Limits & Triggers
Stress Testing
Basel III
Technology and Platform
Support Level
Regulatory Compliance
Pre-Deal Manager
Exposure Analytics
Credit Valuation Adjustment
Data Visualization/Dashboard
Limits & Triggers
Stress Testing
Guidance on Internal Processes
Download
Resources
Training
Certification (Quiz)
Research Papers
Blog
FAQ
About Us
Contact Us
Demo
PrevioRisk
Home
>
White Paper: Credit Value Adjustment as Static Hedging Tool for CCR
>
rp_cva
Connect with us:
Categories
Basel
Corporate
CVA
Definitions
How To
Margining
Netting
Risk
Sensitivities
Stress Testing
Latest articles
White Paper: Credit Value Adjustment as Static Hedging Tool for CCR
White paper: Margining and Collateral as CCR Mitigation Tools
White paper: Netting in CCR
BCBS Publishes Finalized Margin Requirements for Non-Centrally Cleared Derivatives
White paper: Basel Capital Requirements for Portfolio of Derivatives
Download Brochure
(PDF)
Get free CCR
certificate now
rp_cva
October 10, 2013
Tweet
←
White Paper: Credit Value Adjustment as Static Hedging Tool for CCR
(previous)
satta king 786
