Original title: Srovnání regulatorního a tržního přístupu k riziku protistrany
Translated title: Comparison of the regulatory and market approach to counterparty risk
Authors: Synková, Kateřina ; Šedivý, Jan (advisor) ; Metrah, Samy (referee)
Document type: Bachelor's theses
Year: 2017
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: [cze] [eng]

Keywords: Counterparty Risk; Credit Valuation Adjustment; CVA Capital Charge; Unilateral CVA; Value at Risk; Credit Valuation Adjustment; Jednostranné CVA; Kapitálový požadavek k CVA; Riziko protistrany; Value at Risk

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/70927

Permalink: http://www.nusl.cz/ntk/nusl-360202


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Bachelor's theses
 Record created 2017-08-02, last modified 2017-08-03


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