Static models of central counterparty risk
Year of publication: |
2015
|
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Authors: | Ghamami, Samim |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-36
|
Subject: | Risk management | derivatives central counterparties | central counterparty risk capital | stochastic models | BASEL II-III | Theorie | Theory | Finanzdienstleistung | Financial services | Risikomanagement | Derivat | Derivative | Clearing | Financial clearing | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord |
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