Accounting for KVA

Research output: Unpublished contribution to conference › Unpublished Conference Paper › peer-review

Abstract

Original language	English
Publication status	Published - 13 Apr 2016
Event	Quant Summit Europe 2016 - London, London, United Kingdom Duration: 13 Apr 2016 → 14 Apr 2016 https://www.savvyinvestor.net/conferences/825219

Conference	Quant Summit Europe 2016
Country/Territory	United Kingdom
City	London
Period	13/04/16 → 14/04/16
Internet address	https://www.savvyinvestor.net/conferences/825219

@conference{49aa5731fc514ba5bf248da2ce7f1979,

title = "Accounting for KVA",

keywords = "KVA XVA derivatives banking",

author = "Richard Kenyon",

year = "2016",

month = apr,

day = "13",

language = "English",

note = "Quant Summit Europe 2016 ; Conference date: 13-04-2016 Through 14-04-2016",

url = "https://www.savvyinvestor.net/conferences/825219",

}