Stefano Iabichino

Global Valuation Ltd.

9 Devonshire Square

London, EC2M 4YF

United Kingdom

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1.

The FVA Puzzle: Accounting, Risk Management and Collateral Trading

Number of pages: 17 Posted: 01 Nov 2014
Claudio Albanese, Leif B. G. Andersen and Stefano Iabichino
Global Valuation, Bank of America Merrill Lynch and Global Valuation Ltd.
Downloads 1,156 (17,146)
Citation 15

Abstract:

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Funding, FVA, CVA, XVA, stress testing, funding arbitrage, accounting, OTC