Capital and Funding
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References listed on IDEAS
- Claudio Albanese & Simone Caenazzo & Stéphane Crépey, 2016.
"Capital Valuation Adjustment and Funding Valuation Adjustment,"
Working Papers
hal-01285363, HAL.
- Claudio Albanese & Simone Caenazzo & St'ephane Cr'epey, 2016. "Capital Valuation Adjustment and Funding Valuation Adjustment," Papers 1603.03012, arXiv.org.
- Andrew Green & Chris Kenyon, 2014. "KVA: Capital Valuation Adjustment," Papers 1405.0515, arXiv.org, revised Oct 2014.
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This paper has been announced in the following NEP Reports:- NEP-BAN-2018-04-30 (Banking)
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