{"title":"金融合同增量估值研究进展与资本价值调整的经济意义界定","authors":"A. Castagna","doi":"10.2139/ssrn.3337618","DOIUrl":null,"url":null,"abstract":"We extend the analysis we sketched in Castagna [5] and we provide an application of the framework we introduced to incrementally evaluate financial contracts within a financial institution’s balance sheet.","PeriodicalId":443031,"journal":{"name":"Political Economy - Development: Political Institutions eJournal","volume":"24 4","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Advances in Incremental Valuation of Financial Contracts and Definition of the Economic Meaning of the Capital Value Adjustment (KVA)\",\"authors\":\"A. Castagna\",\"doi\":\"10.2139/ssrn.3337618\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We extend the analysis we sketched in Castagna [5] and we provide an application of the framework we introduced to incrementally evaluate financial contracts within a financial institution’s balance sheet.\",\"PeriodicalId\":443031,\"journal\":{\"name\":\"Political Economy - Development: Political Institutions eJournal\",\"volume\":\"24 4\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-02-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Political Economy - Development: Political Institutions eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3337618\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Political Economy - Development: Political Institutions eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3337618","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Advances in Incremental Valuation of Financial Contracts and Definition of the Economic Meaning of the Capital Value Adjustment (KVA)
We extend the analysis we sketched in Castagna [5] and we provide an application of the framework we introduced to incrementally evaluate financial contracts within a financial institution’s balance sheet.