Risikopositionswert einer derivativen Adressen-Risikoposition

Darstellung der bisherigen sowie der neuen Berechnungsmethoden
Nomos, 1. Edition 2023, 262 Pages
Book
€64.00
ISBN 978-3-7560-0634-2
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eBook
€64.00
ISBN 978-3-7489-4265-8
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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
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
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