Counterparty risk and counterparty choice in the credit default swap market
Year of publication: |
2024
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Authors: | Du, Wenxin ; Gadgil, Salil ; Gordy, Michael B. ; Vega, Clara |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 6, p. 3808-3826
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Subject: | credit default swaps | central clearing | counterparty choice | counterparty credit risk | credit rationing |
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