Stefania Gabrielli

Be Consulting

Piazza Affari 2

Milano

Italy

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Funding Adjustments in Equity Linear Products

A version of this paper was published in Risk, June 2020.
Number of pages: 18 Posted: 17 Jun 2019 Last Revised: 10 Jul 2022
Stefania Gabrielli, Andrea Pallavicini and Stefano Scoleri
Be Consulting, Intesa Sanpaolo and Be Consulting
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Abstract:

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Funding, Valuation Adjustments, FVA, Collateral, Equity Swap, Total Return Swap, Stock Lending, Dividend Tax, Tobin Tax