Welcome to our “Finance” category, where we dive into various financial concepts to help you gain a better understanding of the world of finance. In this blog post, we will explore a concept called Captive Value Added (CVA) and how it can be beneficial for businesses. By the end of th...
Quantitative Finance 2011 Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending Damiano Brigo Full-Text Cite this paper Add to My Lib Abstract: We present a dialogue on Counterparty Credit Risk touc...
Crépey, S., Grbac, Z., Nguyen, H., Skovmand, D.: A Lévy HJM multiple-curve model with application to CVA computation. Quant. Finance 15 , 401–419 (2015) MathSciNetCre´pey, S, Grbac, Z, Ngor, N, Skovmand, D: A Le´vy HJM multiple-curve model with application to CVA ...
The average monthly net charge-off (“NCO”) rate for combined leased merchandise and finance receivable products for the first quarter of 2024 was 5.3% compared to the prior year of 4.7%. The current year rate was impacted in part by slower portfolio growth in the current quarter compared t...