The SA-CCR for Counterparty Credit Risk Exposure - An...

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The SA-CCR for Counterparty Credit Risk Exposure - An Analysis from Risk and Pricing Perspectives

Karyampas, Dimitris, Anfuso, Fabrizio
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2432145
File:
PDF, 398 KB
english, 2014
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