Journal articles on the topic 'Wrong Way CVA'
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Hull, John, and Alan White. "CVA and Wrong-Way Risk." Financial Analysts Journal 68, no. 5 (September 2012): 58–69. http://dx.doi.org/10.2469/faj.v68.n5.6.
Full textGhamami, Samim, and Lisa R. Goldberg. "Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA." Journal of Derivatives 21, no. 3 (February 28, 2014): 24–35. http://dx.doi.org/10.3905/jod.2014.21.3.024.
Full textGhamami, Samim, and Lisa R. Goldberg. "Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA." Finance and Economics Discussion Series 2014, no. 054 (2014): 1–18. http://dx.doi.org/10.17016/feds.2014.054.
Full textBaviera, Roberto, Gaetano La Bua, and Paolo Pellicioli. "A note on CVA and wrong way risk." International Journal of Financial Engineering 03, no. 02 (June 2016): 1650012. http://dx.doi.org/10.1142/s2424786316500122.
Full textGlasserman, Paul, and Linan Yang. "BOUNDING WRONG-WAY RISK IN CVA CALCULATION." Mathematical Finance 28, no. 1 (November 17, 2016): 268–305. http://dx.doi.org/10.1111/mafi.12141.
Full textEL HAJJAJI, OMAR, and ALEXANDER SUBBOTIN. "CVA WITH WRONG WAY RISK: SENSITIVITIES, VOLATILITY AND HEDGING." International Journal of Theoretical and Applied Finance 18, no. 03 (May 2015): 1550017. http://dx.doi.org/10.1142/s021902491550017x.
Full textFENG, QIAN, and CORNELIS W. OOSTERLEE. "COMPUTING CREDIT VALUATION ADJUSTMENT FOR BERMUDAN OPTIONS WITH WRONG WAY RISK." International Journal of Theoretical and Applied Finance 20, no. 08 (December 2017): 1750056. http://dx.doi.org/10.1142/s021902491750056x.
Full textYang, Yifan, Frank J. Fabozzi, and Michele Leonardo Bianchi. "Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty." Journal of Financial Engineering 02, no. 01 (March 2015): 1550001. http://dx.doi.org/10.1142/s2345768615500014.
Full textLI, HUI. "A NOTE ON THE DOUBLE IMPACT ON CVA FOR CDS: WRONG-WAY RISK WITH STOCHASTIC RECOVERY." International Journal of Theoretical and Applied Finance 16, no. 03 (May 2013): 1350013. http://dx.doi.org/10.1142/s0219024913500131.
Full textMBAYE, CHEIKH, and FRÉDÉRIC VRINS. "A SUBORDINATED CIR INTENSITY MODEL WITH APPLICATION TO WRONG-WAY RISK CVA." International Journal of Theoretical and Applied Finance 21, no. 07 (November 2018): 1850045. http://dx.doi.org/10.1142/s0219024918500450.
Full textXiao, Tim. "An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk." Journal of Fixed Income 25, no. 1 (June 30, 2015): 84–95. http://dx.doi.org/10.3905/jfi.2015.25.1.084.
Full textVRINS, FRÉDÉRIC. "WRONG-WAY RISK CVA MODELS WITH ANALYTICAL EPE PROFILES UNDER GAUSSIAN EXPOSURE DYNAMICS." International Journal of Theoretical and Applied Finance 20, no. 07 (November 2017): 1750045. http://dx.doi.org/10.1142/s0219024917500455.
Full textYamanaka, Suguru, and Masaaki Otaka. "A note on empirical analysis for general wrong-way risk and stressed CVA." JSIAM Letters 7 (2015): 25–28. http://dx.doi.org/10.14495/jsiaml.7.25.
Full textSingh, Derek, and Shuzhong Zhang. "Distributionally Robust XVA via Wasserstein Distance: Wrong Way Counterparty Credit and Funding Risk." Applied Economics and Finance 7, no. 6 (October 27, 2020): 70. http://dx.doi.org/10.11114/aef.v7i6.5060.
Full textBIELECKI, T. R., S. CRÉPEY, M. JEANBLANC, and B. ZARGARI. "VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL." International Journal of Theoretical and Applied Finance 15, no. 01 (February 2012): 1250004. http://dx.doi.org/10.1142/s0219024911006498.
Full textDURAND, CYRIL, and MAREK RUTKOWSKI. "CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK." International Journal of Theoretical and Applied Finance 16, no. 07 (November 2013): 1350039. http://dx.doi.org/10.1142/s0219024913500398.
Full textNG, LESLIE. "NUMERICAL PROCEDURES FOR A WRONG WAY RISK MODEL WITH LOGNORMAL HAZARD RATES AND GAUSSIAN INTEREST RATES." International Journal of Theoretical and Applied Finance 16, no. 08 (December 2013): 1350049. http://dx.doi.org/10.1142/s0219024913500490.
Full textALÒS, E., F. ANTONELLI, A. RAMPONI, and S. SCARLATTI. "CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS." International Journal of Theoretical and Applied Finance 24, no. 02 (March 2021): 2150010. http://dx.doi.org/10.1142/s0219024921500102.
Full textBrigo, Damiano, and Andrea Pallavicini. "Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks." Journal of Financial Engineering 01, no. 01 (March 2014): 1450001. http://dx.doi.org/10.1142/s2345768614500019.
Full textMacDougall, Susan. "Ugly Feelings of Greed." Cambridge Journal of Anthropology 37, no. 2 (September 1, 2019): 74–89. http://dx.doi.org/10.3167/cja.2019.370206.
Full textWatson, P. E. "CPA: should it carry a government health warning?" Psychiatric Bulletin 21, no. 7 (July 1997): 432–34. http://dx.doi.org/10.1192/pb.21.7.432.
Full textHoward, Dick. "From Anti‐Communism to Anti‐totalitarianism: The Radical Potential of Democracy." Government and Opposition 37, no. 4 (October 2002): 551–72. http://dx.doi.org/10.1111/1477-7053.00114.
Full textEl-Affendi, Abdelwahab. "Sudanese futures: one country or many?" Contemporary Arab Affairs 1, no. 1 (January 1, 2008): 61–70. http://dx.doi.org/10.1080/17550910701812263.
Full textDing, Yaoling, Liehuang Zhu, An Wang, Yuan Li, Yongjuan Wang, Siu Ming Yiu, and Keke Gai. "A Multiple Sieve Approach Based on Artificial Intelligent Techniques and Correlation Power Analysis." ACM Transactions on Multimedia Computing, Communications, and Applications 17, no. 2s (May 17, 2021): 1–21. http://dx.doi.org/10.1145/3433165.
Full textTian, Geng, Bin Chen, Li Qi, and Yan Zhu. "Modified Insertion of a Peripherally Inserted Central Catheter: Taking the Chest Radiograph Earlier." Critical Care Nurse 31, no. 2 (April 1, 2011): 64–69. http://dx.doi.org/10.4037/ccn2011966.
Full textMarcus, Jaclyn. "Review: Who’s In and Who’s Out of Fashion (Studies)?" Fashion Studies 2, no. 2 (2020): 1–11. http://dx.doi.org/10.38055/fs020204.
Full textSuwannaphan, Thammawit, Werayut Srituravanich, Achariya Sailasuta, Prapruddee Piyaviriyakul, Suchaya Bhanpattanakul, Wutthinan Jeamsaksiri, Witsaroot Sripumkhai, and Alongkorn Pimpin. "Investigation of Leukocyte Viability and Damage in Spiral Microchannel and Contraction-Expansion Array." Micromachines 10, no. 11 (November 12, 2019): 772. http://dx.doi.org/10.3390/mi10110772.
Full textRybakov, Ye, Mikhail Tarasov, S. Chernyshov, Marina Sukhina, V. Charikov, Sabina Kozyreva, and V. Kashnikov. "IS A STUDY OF THE LEVEL OF CARBOHYDRATE ANTIGEN (CA 19-9) EFFECTIVE IN PATIENTS WITH COLORECTAL CANCER?" Problems in oncology 66, no. 5 (May 1, 2020): 528–34. http://dx.doi.org/10.37469/0507-3758-2020-66-5-528-534.
Full textZhang, Li, Ziqiang Xin, Cody Ding, and Chongde Lin. "An Application of Configural Frequency Analysis." Swiss Journal of Psychology 72, no. 2 (January 2013): 61–70. http://dx.doi.org/10.1024/1421-0185/a000096.
Full textAfzal, Javeria, Saima Rafi, Danish Javed, Sana Zafar, Mahwish Sajid, and Rabia Mahmood. "Assessment of Cardiopulmonary Resuscitation Expertise among Dental House Officers Working in A Dental Hospital, Multan." Pakistan Journal of Medical and Health Sciences 15, no. 10 (October 30, 2021): 2521–23. http://dx.doi.org/10.53350/pjmhs2115102521.
Full textAli, Syed Sajjad, Tariq Mahmood, and Sidra Mahmood. "Defining Political Ideologies: The Media Representation of Pakistan Tehreek-e-Insaf with Reference to Panama Leaks." Journal of Social Sciences Review 2, no. 4 (December 30, 2022): 389–96. http://dx.doi.org/10.54183/jssr.v2i4.119.
Full textReich, Rob, Mehran Sahami, and Jeremy M. Weinstein. "System Error: Where Big Tech Went Wrong and How We Can Reboot." Perspectives on Science and Christian Faith 74, no. 1 (March 2022): 62–64. http://dx.doi.org/10.56315/pscf3-22reich.
Full textRezaei, Sajjad, and Elham Jahanbin. "Translation and Validation of the Persian Version of Mindful Eating Questionnaire." Caspian Journal of Neurological Sciences 8, no. 2 (April 21, 2022): 76–89. http://dx.doi.org/10.32598/cjns.8.29.2.
Full textRezaei, Sajjad, and Elham Jahanbin. "Translation and Validation of the Persian Version of Mindful Eating Questionnaire." Caspian Journal of Neurological Sciences 8, no. 2 (March 6, 2022): 0. http://dx.doi.org/10.32598/cjns.8.2.24.7.
Full textSuryawati, Indah, and Jamalullail Jamalullail. "Analisis Wacana Kritis Keputusan Pembubaran Front Pembela Islam di Kompas.com." Jurnal Komunikatif 10, no. 1 (July 2021): 38–52. http://dx.doi.org/10.33508/jk.v10i1.3040.
Full textChimbi, Godsend T., and Loyiso C. Jita. "Emerging Trends in Metaphoric Images of Curriculum Reform Implementation in Schools: A Critical Literature Review." International Journal of Learning, Teaching and Educational Research 20, no. 6 (June 30, 2021): 194–210. http://dx.doi.org/10.26803/ijlter.20.6.10.
Full textSikandar, Aliya, and Nasreen Hussain. "Language Ideologies in a Business Institute: A Case Study of Linguistic and Socio-Cultural Realities." Journal of Education and Educational Development 1, no. 2 (July 9, 2015): 116. http://dx.doi.org/10.22555/joeed.v1i2.38.
Full textHyder, Mawra, Talha Asher, Sadia Rashid, Syed Midhat Batool, Javeria Afzal, Asif Noor, and Muhammad Rizwan. "Assessment of the Cardiopulmonary Resuscitation Skills among the Students of Dentistry." Pakistan Journal of Medical and Health Sciences 16, no. 4 (April 29, 2022): 133–35. http://dx.doi.org/10.53350/pjmhs22164133.
Full textLee, Po-Lei, Te-Min Lee, Wei-Keung Lee, Narisa Nan Chu, Yuri E. Shelepin, Hao-Teng Hsu, and Hsiao-Huang Chang. "The Full Informational Spectral Analysis for Auditory Steady-State Responses in Human Brain Using the Combination of Canonical Correlation Analysis and Holo-Hilbert Spectral Analysis." Journal of Clinical Medicine 11, no. 13 (July 4, 2022): 3868. http://dx.doi.org/10.3390/jcm11133868.
Full textGopinath, Arun, B. Kalyankumar, and Khalifa Al Quri. "Techno-Economic Feasibility Analysis of Solar PV- Wind Grid-connected Hybrid Energy systems for Electrification in Sultanate of Oman." IOP Conference Series: Earth and Environmental Science 1055, no. 1 (July 1, 2022): 012004. http://dx.doi.org/10.1088/1755-1315/1055/1/012004.
Full textJagannathan, Devimeenal, Venkatraman Indiran, Fouzal Hithaya, M. Alamelu, and S. Padmanaban. "Role of Anatomical Landmarks in Identifying Normal and Transitional Vertebra in Lumbar Spine Magnetic Resonance Imaging." Asian Spine Journal 11, no. 3 (June 30, 2017): 365–79. http://dx.doi.org/10.4184/asj.2017.11.3.365.
Full textKroll, Michael H., Naresh Pemmaraju, Thein H. Oo, Vahid Afshar-Kharghan, and Samantha Kroll. "Mortality from Cancer-Associated Venous Thromboembolism." Blood 124, no. 21 (December 6, 2014): 4829. http://dx.doi.org/10.1182/blood.v124.21.4829.4829.
Full textAlcocer, Giovanni. "Climatic Change and Population Control." Mediterranean Journal of Basic and Applied Sciences 06, no. 04 (2022): 42–78. http://dx.doi.org/10.46382/mjbas.2022.6406.
Full textGhamami, Samim, and Lisa R. Goldberg. "Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2337626.
Full textGhamami, Samim, and Lisa R. Goldberg. "Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2479520.
Full textGlasserman, Paul, and Linan Yang. "Bounding Wrong-Way Risk in CVA Calculation." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2607649.
Full textBoenkost, Wolfram, and Wolfgang M. Schmidt. "CVA/DVA Wrong Way Risk Put into Practice." SSRN Electronic Journal, 2014. http://dx.doi.org/10.2139/ssrn.2431162.
Full textBaviera, Roberto, Gaetano La Bua, and Paolo Pellicioli. "A Note on CVA and Wrong Way Risk." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2594842.
Full textElhajjaji, Omar, and Alexander Subbotin. "CVA with Wrong Way Risk: Sensitivities, Volatility and Hedging." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2336993.
Full textKenyon, Chris. "Option-Based Pricing of Wrong Way Risk for CVA." SSRN Electronic Journal, 2016. http://dx.doi.org/10.2139/ssrn.2814613.
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