These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D53 classification. (sorted by date) THE FVA-DVA Puzzle: Completing Markets with Collateral Trading Strategies
by Claudio Albanese of Global Valuation Ltd., and
Stefano Iabichino of Global Valuation Ltd.
(393K PDF) -- 12 pages -- April 24, 2013 Restructuring Counterparty Credit Risk
by Claudio Albanese of Global Valuation, Ltd, London,
Damiano Brigo of King's College, London, and
Frank Oertel of Bundesanstalt für Finanzdienstleistungsaufsicht (BaFin)
(566K PDF) -- 27 pages -- March 2013 Measures Aimed at Enhancing the Loss Absorbency of Regulatory Capital at the Point of Non Viability
by Marianne Ojo of the University of Bremen & Oxford Brookes University
(250K PDF) -- 15 pages -- September 2010
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