Christian Kappen

d-fine GmbH

An der Hauptwache 7

Frankfurt, 60313

Germany

http://www.d-fine.de

SCHOLARLY PAPERS

2

DOWNLOADS

334

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Computing MVA via Regression and Principal Component Analysis

Number of pages: 19 Posted: 18 Jul 2017 Last Revised: 18 Dec 2017
Christian Kappen
d-fine GmbH
Downloads 201 (173,476)

Abstract:

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MVA, initial margin, ISDA SIMM, AMC

2.

Settlement Gap Risk

Number of pages: 13 Posted: 05 Dec 2017
Christian Kappen, Stefan Hamann and Christina Fangmeier
d-fine GmbH, Norddeutsche Landesbank (NORD/LB) and Norddeutsche Landesbank (NORD/LB)
Downloads 133 (246,272)
Citation 2

Abstract:

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