Rehypothecation dilemma : impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
Year of publication: |
2014
|
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Authors: | Sakurai, Yuji ; Uchida, Yoshihiko |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 48.2014, p. 361-373
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Subject: | Shadow banking | Collateral segregation | Credit rating migration | Margin call | Kreditrisiko | Credit risk | Theorie | Theory | Kreditsicherung | Collateral | Derivat | Derivative | Kreditwürdigkeit | Credit rating | Finanzdienstleistung | Financial services | Informeller Finanzsektor | Informal finance |
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