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subject:"Basler Akkord"
subject:"Kreditgeschäft"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Brigo, Damiano"
~subject:"Credit risk"
~subject:"Management"
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Basler Akkord
Kreditgeschäft
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Financial services
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Finanzdienstleistung
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Risk management
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credit valuation adjustment
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counterparty risk restructuring
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Brigo, Damiano
Haumüller, Stefan
3
Isern, Werner
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Mensch, Gerhard
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2
Wadé, Markus
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Abdel Karim, Rifaat Ahmed
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Albanese, Claudio
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Amini, Hamed
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Bielecki, Tomasz R.
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Minca, Andreea
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Europäische Hochschulschriften / 5
International journal of theoretical and applied finance
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Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
2
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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