ETD vs. OTCD : Counterparty Risk and Capital Requirements for Exchange Traded Derivatives
Year of publication: |
2018
|
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Authors: | Bianchetti, Marco |
Other Persons: | Carlicchi, Mattia (contributor) ; Cozzi, Federico (contributor) ; Recchia, Leonardo (contributor) ; Spuntarelli, Andrea (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Derivat | Derivative | Basler Akkord | Basel Accord |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2500972 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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