Rethinking the margin period of risk
Leif Andersen, Michael Pykhtin and Alexander Sokol
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Andersen, Leif B. G. ; Pykhtin, Michael ; Sokol, Alexander |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 13.2017, 1, p. 1-45
|
| Subject: | collateralized positions | initial margin | collateralized exposure | bilateral trading relationships | Kreditsicherung | Collateral | Theorie | Theory | Internationale Wirtschaftsbeziehungen | International economic relations | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2016.218 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670745