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subject:"Risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Regulation"
~subject:"Securities trading"
~type:"article"
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Risk management
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Derivat
58
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20
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OTC market
16
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Kumar, Manmohan S.
2
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
C̆erný, Jakub
1
Duquerroy, Anne
1
Gauthier, Nicolas
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Gex, Mathieu
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Hull, John
1
Ingves, Stefan
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Kratochwill, Michael
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Marzouk, Oussama
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Oudéa, Frédéric
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Prato, Olivier
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1
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Financial stability review : FSR
The journal of credit risk : published quarterly by Incisive Media
Energy economics
23
Journal of banking & finance
22
The journal of futures markets
20
International review of financial analysis
11
International review of economics & finance : IREF
9
European journal of operational research : EJOR
8
Insurance / Mathematics & economics
8
The journal of financial market infrastructures
8
Finance research letters
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International journal of financial engineering
7
International journal of theoretical and applied finance
7
Journal of financial stability
7
Journal of securities operations & custody
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Quantitative finance
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The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Agricultural finance review
6
Applied economics
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Applied economics letters
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European financial management : the journal of the European Financial Management Association
6
Journal of financial economics
6
Journal of financial intermediation
6
Journal of risk and financial management : JRFM
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
Review of derivatives research
6
Risiko-Manager
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of structured finance
6
Financial derivatives : pricing and risk management
5
International Journal of Financial Studies : open access journal
5
Journal of financial and quantitative analysis : JFQA
5
Pacific-Basin finance journal
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical and applied economics : GAER review
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Issues in derivative instruments
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
Regulatory reforms for OTC derivatives : past, present and future
Ingves, Stefan
- In:
Financial stability review : FSR
17
(
2013
),
pp. 19-28
Persistent link: https://www.econbiz.de/10010202538
Saved in:
5
Consequences of the new regulatory landscape on OTC derivatives trading
Oudéa, Frédéric
- In:
Financial stability review : FSR
17
(
2013
),
pp. 227-231
Persistent link: https://www.econbiz.de/10010203226
Saved in:
6
OTC derivatives market : regulatory developments and collateral dynamics
Kumar, Manmohan S.
- In:
Financial stability review : FSR
17
(
2013
),
pp. 207-213
Persistent link: https://www.econbiz.de/10010203229
Saved in:
7
Mitigating systemic risk in OTC derivative markets
Wellink, Arnout H. E. M.
- In:
Financial stability review : FSR
14
(
2010
),
pp. 131-135
Persistent link: https://www.econbiz.de/10008647158
Saved in:
8
Under-collateralisation and rehypothecation in the OTC derivatives markets
Kumar, Manmohan S.
- In:
Financial stability review : FSR
14
(
2010
),
pp. 113-119
Persistent link: https://www.econbiz.de/10008647160
Saved in:
9
OTC derivatives : financial stability challenges and responses from authorities
Russo, Daniela
- In:
Financial stability review : FSR
14
(
2010
),
pp. 101-112
Persistent link: https://www.econbiz.de/10008647161
Saved in:
10
OTC derivatives and central clearing : can all transactions be cleared?
Hull, John
- In:
Financial stability review : FSR
14
(
2010
),
pp. 71-80
Persistent link: https://www.econbiz.de/10008647164
Saved in:
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