Pith Number

pith:57ZG6HQD

pith:2012:57ZG6HQDSGVI7YMH45B5JRQNDF

not attested not anchored not stored refs pending

Funding, Collateral and Hedging: uncovering the mechanics and the subtleties of funding valuation adjustments

Andrea Pallavicini, Damiano Brigo, Daniele Perini

arxiv:1210.3811 v3 · 2012-10-14 · q-fin.PR · q-fin.GN

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{57ZG6HQDSGVI7YMH45B5JRQNDF}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags

Receipt and verification

First computed	2026-05-18T03:38:43.521640Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

eff26f1e0391aa8fe187e743d4c60d195d0cee6884078b71af4c9038cb92a78a

Aliases

arxiv: 1210.3811 · arxiv_version: 1210.3811v3 · doi: 10.48550/arxiv.1210.3811 · pith_short_12: 57ZG6HQDSGVI · pith_short_16: 57ZG6HQDSGVI7YMH · pith_short_8: 57ZG6HQD

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/57ZG6HQDSGVI7YMH45B5JRQNDF \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: eff26f1e0391aa8fe187e743d4c60d195d0cee6884078b71af4c9038cb92a78a

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "35de17d6a9062ba9a1977589b5de4b9764deb6f45b55c6103841e6348cc473cd",
    "cross_cats_sorted": [
      "q-fin.GN"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PR",
    "submitted_at": "2012-10-14T16:27:51Z",
    "title_canon_sha256": "9bbc37a154a70374be34016f017824ae1627f9fa74c3e86197a0d2af3d0529fc"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1210.3811",
    "kind": "arxiv",
    "version": 3
  }
}