Albanese, Claudio; Brigo, Damiano; Oertel, Frank - Deutsche Bundesbank - 2013
total of ten different structuring styles. These include bi-partite structures between a bank and a counterparty, tri …, configurations where all derivative transactions are cleared through a central counterparty (CCP). We compare the various structuring … styles under a number of criteria including consistency from an accounting standpoint, counterparty risk hedgeability …