Risikopositionswert einer derivativen Adressen-Risikoposition
Darstellung der bisherigen sowie der neuen Berechnungsmethoden
Nomos, 1. Edition 2023, 262 Pages
The product is part of the series
Wettbewerb und Regulierung von Märkten und Unternehmen
Description
This book deals in detail with the methods used to calculate the risk position value of a derivative counterparty risk position at institutions. To this end, it first examines the term risk, focusing especially on counterparty risks. Subsequently, it addresses the basics of quantifying counterparty risk, focusing principally on the treatment of a derivative counterparty risk position. Based on this, the previous and new methods of calculating the risk position value of a derivative counterparty risk position are presented in detail. Finally, the authors assess the significance of the risk position value of a derivative counterparty risk position in determining the overall amount of risk and the regulatory minimum capital ratios.
Bibliographical data
Edition | 1 |
---|---|
ISBN | 978-3-7560-0634-2 |
Subtitle | Darstellung der bisherigen sowie der neuen Berechnungsmethoden |
Publication Date | Apr 28, 2023 |
Year of Publication | 2023 |
Publisher | Nomos |
Format | Softcover |
Language | deutsch |
Pages | 262 |
Medium | Book |
Product Type | Scientific literature |
Additional material
Product safety information
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Nomos Verlagsgesellschaft mbH & Co. KG
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76530 Baden-Baden, Germany
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www.nomos.de