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type_genre:"Collection of articles of several authors"
type_genre:"Publication in honor of a person"
~person:"Cerezetti, Fernando"
~subject:"Basel Accord"
~subject:"Credit risk"
~subject:"Kreditrisiko"
~subject:"Risikomodell"
~type_genre:"Article in journal"
~type_genre:"Handbook"
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Cerezetti, Fernando
Rösch, Daniel
11
Sherris, Michael
9
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8
Jacobs, Michael <Jr.>
8
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7
Eling, Martin
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The journal of financial market infrastructures
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ECONIS (ZBW)
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1
Central counterparty anti-procyclicality tools : a closer assessment
Maruyama, Atsushi
;
Cerezetti, Fernando
- In:
The journal of financial market infrastructures
7
(
2019
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012104987
Saved in:
2
Climate risk and central counterparty risk management
Bryan, Andrew
;
Cerezetti, Fernando
;
Klasén, Karl
; …
- In:
The journal of financial market infrastructures
9
(
2021
)
4
,
pp. 63-68
Persistent link: https://www.econbiz.de/10013269992
Saved in:
3
Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.
;
Cerezetti, Fernando
;
Genaro, Alan de
- In:
The journal of financial market infrastructures
6
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
Saved in:
4
Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward
;
Cerezetti, Fernando
;
Manning, Mark
- In:
The journal of financial market infrastructures
8
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012373171
Saved in:
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