Central Clearing Valuation Adjustment
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References listed on IDEAS
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Citations
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Cited by:
- Yichen Feng & Ming Min & Jean-Pierre Fouque, 2022. "Deep Learning for Systemic Risk Measures," Papers 2207.00739, arXiv.org.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Other publications TiSEM
1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
- Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi, 2017. "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs," CIRJE F-Series CIRJE-F-1069, CIRJE, Faculty of Economics, University of Tokyo.
- Hamed Amini & Zachary Feinstein, 2020. "Optimal Network Compression," Papers 2008.08733, arXiv.org, revised Jul 2022.
- Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi, 2017. "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs," CARF F-Series CARF-F-423, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi, 2017. "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs," Papers 1710.07030, arXiv.org, revised Mar 2019.
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Keywords
netting; counterparty risk; cost of capital; central counterparty (CCP); margins; default fund; cost of funding;All these keywords.
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