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Keywords: Credit valuation adjustment
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Journal Articles
Journal of Financial Regulation and Compliance (2015) 23 (3): 230–251.
Published: 13 July 2015
...Mika Veli-Pekka Viljanen Purpose – The purpose of this paper is to aid understanding of the changes in Basel Committee on Banking Supervision (BCBS) regulatory strategies after the global financial crisis. Design/methodology/approach – The author uses the credit valuation adjustment (CVA...
