Current exposure method for CCP's under Basel III
Antoine Kotzé, Paul du Preez
Year of publication: |
2013
|
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Authors: | Kotzé, Antoine ; Preez, Paul du |
Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 3.2013, 2, p. 7-17
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Subject: | Exposure-at-default | EAD | Value-at-risk | VaR | Basel III | IOSCO | Current Exposure Method | CEM | Central Counterparty | CCP | Counterparty Credit Risk | CCR | Netting | Credit Conversion Factor | Default Fund | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Finanzdienstleistung | Financial services | Risikomaß | Risk measure | Risikomanagement | Risk management |
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