Pricing the CVA doom loop

Saved in:
Bibliographic Details
Published in:Risk (London. 1987) 2013-10, Vol.26 (10), p.61
Main Author: Carver, Laurie
Format: Magazinearticle
Language:English
Subjects:
Banking
Credit default swaps
Credit ratings
Default
Partial differential equations
Prices
Probability
Valuation
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites
container_end_page
container_issue 10
container_start_page 61
container_title Risk (London. 1987)
container_volume 26
creator Carver, Laurie
description
format magazinearticle
fullrecord <record><control><sourceid>proquest</sourceid><recordid>TN_cdi_proquest_journals_1444648481</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>3107891631</sourcerecordid><originalsourceid>FETCH-proquest_journals_14446484813</originalsourceid><addsrcrecordid>eNpjYeA0sDQ10rUwNzfjYOAqLs4yMDAyMzMy4mSQDCjKTM7MS1coyUhVcA5zVEjJz89VyMnPL-BhYE1LzClO5YXS3AzKbq4hzh66BUX5haWpxSXxWfmlRXlAqXhDExMTMxMLEwtDY-JUAQD6Xyk8</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>magazinearticle</recordtype><pqid>1444648481</pqid></control><display><type>magazinearticle</type><title>Pricing the CVA doom loop</title><source>ABI/INFORM Global</source><creator>Carver, Laurie</creator><creatorcontrib>Carver, Laurie</creatorcontrib><identifier>ISSN: 0952-8776</identifier><language>eng</language><publisher>London: Incisive Media Limited</publisher><subject>Banking ; Credit default swaps ; Credit ratings ; Default ; Partial differential equations ; Prices ; Probability ; Valuation</subject><ispartof>Risk (London. 1987), 2013-10, Vol.26 (10), p.61</ispartof><rights>Copyright Incisive Media Plc Oct 2013</rights><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.proquest.com/docview/1444648481/fulltextPDF?pq-origsite=primo$$EPDF$$P50$$Gproquest$$H</linktopdf><linktohtml>$$Uhttps://www.proquest.com/docview/1444648481?pq-origsite=primo$$EHTML$$P50$$Gproquest$$H</linktohtml><link.rule.ids>776,780,11666,36036,44338,74864</link.rule.ids></links><search><creatorcontrib>Carver, Laurie</creatorcontrib><title>Pricing the CVA doom loop</title><title>Risk (London. 1987)</title><subject>Banking</subject><subject>Credit default swaps</subject><subject>Credit ratings</subject><subject>Default</subject><subject>Partial differential equations</subject><subject>Prices</subject><subject>Probability</subject><subject>Valuation</subject><issn>0952-8776</issn><fulltext>true</fulltext><rsrctype>magazinearticle</rsrctype><creationdate>2013</creationdate><recordtype>magazinearticle</recordtype><sourceid>M0C</sourceid><recordid>eNpjYeA0sDQ10rUwNzfjYOAqLs4yMDAyMzMy4mSQDCjKTM7MS1coyUhVcA5zVEjJz89VyMnPL-BhYE1LzClO5YXS3AzKbq4hzh66BUX5haWpxSXxWfmlRXlAqXhDExMTMxMLEwtDY-JUAQD6Xyk8</recordid><startdate>20131001</startdate><enddate>20131001</enddate><creator>Carver, Laurie</creator><general>Incisive Media Limited</general><scope>3V.</scope><scope>7WY</scope><scope>7WZ</scope><scope>7X1</scope><scope>7XB</scope><scope>87Z</scope><scope>883</scope><scope>885</scope><scope>8A9</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ANIOZ</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>EHMNL</scope><scope>FRAZJ</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>K60</scope><scope>K6~</scope><scope>M0C</scope><scope>M0F</scope><scope>M1F</scope><scope>M2O</scope><scope>MBDVC</scope><scope>PHGZM</scope><scope>PHGZT</scope><scope>PKEHL</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>Q9U</scope></search><sort><creationdate>20131001</creationdate><title>Pricing the CVA doom loop</title><author>Carver, Laurie</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-proquest_journals_14446484813</frbrgroupid><rsrctype>magazinearticle</rsrctype><prefilter>magazinearticle</prefilter><language>eng</language><creationdate>2013</creationdate><topic>Banking</topic><topic>Credit default swaps</topic><topic>Credit ratings</topic><topic>Default</topic><topic>Partial differential equations</topic><topic>Prices</topic><topic>Probability</topic><topic>Valuation</topic><toplevel>online_resources</toplevel><creatorcontrib>Carver, Laurie</creatorcontrib><collection>ProQuest Central (Corporate)</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest: Accounting and Tax</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Collection</collection><collection>Banking Information Database (Alumni Edition)</collection><collection>Accounting &amp; Tax Database (Alumni Edition)</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>ProQuest Central (Alumni)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Accounting, Tax &amp; Banking Collection</collection><collection>ProQuest Central Essentials</collection><collection>AUTh Library subscriptions: ProQuest Central</collection><collection>ProQuest Business Premium Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central</collection><collection>UK &amp; Ireland Database</collection><collection>Accounting, Tax &amp; Banking Collection (Alumni)</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>ABI/INFORM Global</collection><collection>ABI/INFORM Collection</collection><collection>Banking Information Database</collection><collection>ProQuest research library</collection><collection>Research Library (Corporate)</collection><collection>ProQuest Central (New)</collection><collection>ProQuest One Academic (New)</collection><collection>ProQuest One Academic Middle East (New)</collection><collection>One Business (ProQuest)</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>ProQuest Central Basic</collection><jtitle>Risk (London. 1987)</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Carver, Laurie</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Pricing the CVA doom loop</atitle><jtitle>Risk (London. 1987)</jtitle><date>2013-10-01</date><risdate>2013</risdate><volume>26</volume><issue>10</issue><spage>61</spage><pages>61-</pages><issn>0952-8776</issn><cop>London</cop><pub>Incisive Media Limited</pub></addata></record>
fulltext fulltext
identifier ISSN: 0952-8776
ispartof Risk (London. 1987), 2013-10, Vol.26 (10), p.61
issn 0952-8776
language eng
recordid cdi_proquest_journals_1444648481
source ABI/INFORM Global
subjects Banking
Credit default swaps
Credit ratings
Default
Partial differential equations
Prices
Probability
Valuation
title Pricing the CVA doom loop
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-02-24T14%3A31%3A26IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Pricing%20the%20CVA%20doom%20loop&rft.jtitle=Risk%20(London.%201987)&rft.au=Carver,%20Laurie&rft.date=2013-10-01&rft.volume=26&rft.issue=10&rft.spage=61&rft.pages=61-&rft.issn=0952-8776&rft_id=info:doi/&rft_dat=%3Cproquest%3E3107891631%3C/proquest%3E%3Cgrp_id%3Ecdi_FETCH-proquest_journals_14446484813%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_pqid=1444648481&rft_id=info:pmid/&rfr_iscdi=true