Managing risk in multi-asset class, multimarket central counterparties : the CORE approach
L. A. B. G. Vicente; F. V. Cerezetti; S. R. De Faria; T. Iwashita; O. R. Pereira
| Year of publication: |
2015
|
|---|---|
| Authors: | Vicente, Luis A. B. G. ; Cerezetti, F. V. ; De Faria, S. R. ; Iwashita, T. ; Pereira, O. R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 51.2015, p. 119-130
|
| Subject: | Central counterparty | Risk management | Closeout risk | Liquidity risk | Market risk | Risikomanagement | Risiko | Risk | Kreditrisiko | Credit risk | Theorie | Theory | Clearing | Financial clearing | Risikomaß | Risk measure | Marktrisiko | Wertpapierhandel | Securities trading | Bankrisiko | Bank risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377281