The application of mathematical models to measure collateral concentration risk
Martin Seagroatt and Ed Cockram
Year of publication: |
2015
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Authors: | Seagroatt, Martin ; Cockram, Ed |
Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 2419620-4. - Vol. 7.2015, 3, p. 260-268
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Subject: | collateral concentration | collateral management | collateral risk | concentration risk | non-cash collateral | exposure management | OTC collateral management | Finanzdienstleistung | Financial services | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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