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1. 1. Study and Case of Wrong-Way Risk : Explorative Search for Wrong-Way Risk

   Magister-uppsats, Karlstads universitet/Handelshögskolan (from 2013)

   Författare :Jonathan Grönberg; [2019]
   Nyckelord :Wrong-way risk; Credit value adjustment; Debit value adjustment; Bilateral credit value adjustment; Felvägsrisk; Kreditvärdesjustering; Debetvärdesjustering; Bilateral kreditvärdesjustering;

   Sammanfattning : Usage of financial measurements that address the default probability of counterparties have been market practice for some time. Quantifying counterparty credit risk is usually done through the credit value adjustment which adjusts the value from a risk-free value to a risky value. LÄS MER