3000 Côte-Sainte-Catherine Road
Montreal, QC H2S1L4
Canada
HEC Montreal - Department of Decision Sciences
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3406082.pdf Size: 2376K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
credit risk, counterparty risk, credit valuation adjustment (CVA), value-at-risk (VaR), wrong-way risk, constant exposure approximation