Credit valuation adjustment (Swedish Wikipedia)

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

refsWebsite

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1web.archive.org

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doi.org

dx.doi.org

Shashi Jain, Patrik Karlsson & Drona Kandhai (2019). KVA, Mind your P's and Q's!. Wilmott Magazine, July 2019.
Marcus Hofer & Patrik Karlsson (2018). Accelerating XVA Calibration using Multi-Level Monte Carlo. Wilmott Magazine, July 2018.
Patrik Karlsson, Shashi Jain & Cornelis Oosterlee (2016). Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method. Applied Mathematical Finance, 23, 2016.
Qian Feng, Shashi Jain, Patrik Karlsson, Drona Kandhai & Cornelis Oosterlee (2016). Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions. Journal of Computational Finance, 20 2016.

europa.eu

eba.europa.eu

EBA (25 februari 2015). ”EBA Report on CVA” (på engelska) (PDF). Arkiverad från originalet den 16 december 2015. https://web.archive.org/web/20151216130900/https://www.eba.europa.eu/documents/10180/950548/EBA+Report+on+CVA.pdf. Läst 27 januari 2016.

fincad.com

John Hull (May 3, 2016). ”Valuation Adjustments 1”. fincad.com. https://fincad.com/blog/valuation-adjustments-1.

pwc.com.au

PricewaterhouseCoopers (december 2015). ”XVA Explained” (på engelska) (pdf). http://www.pwc.com.au/publications/pdf/financial-services-xva-explained-dec15-16.pdf. Läst 22 juni 2016.

web.archive.org

EBA (25 februari 2015). ”EBA Report on CVA” (på engelska) (PDF). Arkiverad från originalet den 16 december 2015. https://web.archive.org/web/20151216130900/https://www.eba.europa.eu/documents/10180/950548/EBA+Report+on+CVA.pdf. Läst 27 januari 2016.