Credit valuation adjustment (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Credit valuation adjustment" in English language version.

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5web.archive.org

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1pricederivatives.com

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bis.org

Basel Committee (2020). Credit valuation adjustment framework

columbia.edu

ieor.columbia.edu

Harvey Stein (2012). "Counterparty Risk, CVA, and Basel III"

doi.org

dx.doi.org

Patrik Karlsson, Shashi Jain. and Cornelis W. Oosterlee (2016). "Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method". Applied Mathematical Finance.

europa.eu

eba.europa.eu

European Banking Authority (25 February 2015). "EBA Report on CVA" (PDF). EBA. Archived from the original (PDF) on 2015-06-07.

fincad.com

John Hull (May 3, 2016). "Valuation Adjustments 1". fincad.com.

fixglobal.com

Alvin Lee (17 August 2015). "The Triple Convergence Of Credit Valuation Adjustment (CVA)". Global Trading. Archived from the original on 11 September 2015. Retrieved 19 August 2015.

gfmi.com

Kenneth Kapner and Charles Gates (2016). "The Long and Short of It: An Overview of XVA". GFMI

pricederivatives.com

"Example calculation". 7 October 2013. Archived from the original on 2023-06-03.

ssrn.com

papers.ssrn.com

Pykhtin, M.; Zhu, S. (July 2007). "A Guide to Modeling Counterparty Credit Risk". GARP Risk Review.

web.archive.org

CVA calculation example: Monte-Carlo with Python
Alvin Lee (17 August 2015). "The Triple Convergence Of Credit Valuation Adjustment (CVA)". Global Trading. Archived from the original on 11 September 2015. Retrieved 19 August 2015.
European Banking Authority (25 February 2015). "EBA Report on CVA" (PDF). EBA. Archived from the original (PDF) on 2015-06-07.
"Example calculation". 7 October 2013. Archived from the original on 2023-06-03.
James Lee (2010). Counterparty credit risk pricing, assessment, and dynamic hedging, Citigroup Global Markets