What can we learn about credit risk from debt valuation adjustments?

HIGHLIGHTS

• who: Wen Lin from the Central University of Finance and Economics, Beijing, China have published the article: What can we learn about credit risk from debt valuation adjustments?, in the Journal: (JOURNAL) of September/30,/2015
• what: Motivated by the debate about the introduction of the fair value option for (financial) liabilities (FVOL) and the requirement to recognize and separately disclose in financial statements debt valuation adjustments (DVAs) this study explores what the authors can learn about a firm's credit risk from DVAs. Using a sample of the authors bank holding companies that elect . . .
  

   

  

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