Bank Capital and XVAs
The study investigates the impact of valuation adjustments on systemic US banks' derivatives portfolios, providing insights into how banks manage these adjustments and their effects on balance sheets.
Featured in No. 80 on 1 Jan 2025 · 12 days after release
- Released
- 20 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5065834
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).