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~isPartOf:"Journal of Banking & Finance"
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Search: subject:"counterparty"
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Counterparty risk
2
Balance sheet contagion
1
Central counterparty
1
Closeout risk
1
Credit default swaps
1
Cross-border exposures
1
Financial crisis
1
Financial networks
1
Flow of funds
1
Liquidity risk
1
Market risk
1
Multivariate subordinators
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Risk management
1
Simultaneous defaults
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Bo, Lijun
1
Capponi, Agostino
1
Castrén, Olli
1
Cerezetti, F.V.
1
De Faria, S.R.
1
Iwashita, T.
1
Pereira, O.R.
1
Rancan, Michela
1
Vicente, L.A.B.G.
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Journal of Banking & Finance
IMF Staff Country Reports
69
The journal of financial market infrastructures
30
MPRA Paper
23
International journal of theoretical and applied finance
21
International Journal of Theoretical and Applied Finance (IJTAF)
15
IMF Working Papers
14
Journal of risk management in financial institutions
12
Journal of securities operations & custody
9
The North American journal of economics and finance : a journal of financial economics studies
9
ECB Working Paper
8
The journal of credit risk : published quarterly by Incisive Media
8
Journal of banking & finance
7
Journal of financial stability
7
Journal of risk
7
Quantitative finance
6
Working Paper Series / European Central Bank
6
Journal of financial economics
5
SAFE working paper
5
Staff Report
5
Staff working papers / Bank of England
5
MNB Occasional Papers
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Occasional paper series / European Central Bank
4
Review of derivatives research
4
Bundesbank Discussion Paper
3
CEPR Discussion Papers
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Discussion paper
3
ECB Occasional Paper
3
Finance and Economics Discussion Series
3
Finance and Stochastics
3
Finance and economics discussion series
3
Insurance / Mathematics & economics
3
Insurance: Mathematics and Economics
3
International review of economics & finance : IREF
3
Journal of money, credit and banking : JMCB
3
LSE Research Online Documents on Economics
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Queen's Economics Department Working Paper
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RBA Bulletin
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1
Counterparty
risk for CDS: Default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of Banking & Finance
52
(
2015
)
C
,
pp. 29-42
directionality of the adjustments. Our findings suggest policymakers to consider default clustering when designing
counterparty
…
Persistent link: https://www.econbiz.de/10011209864
Saved in:
2
Managing risk in multi-asset class, multimarket central counterparties: The CORE approach
Vicente, L.A.B.G.
;
Cerezetti, F.V.
;
De Faria, S.R.
; …
- In:
Journal of Banking & Finance
51
(
2015
)
C
,
pp. 119-130
necessary for robust and efficient central
counterparty
risk evaluation in multi-asset class and multimarket environments …
Persistent link: https://www.econbiz.de/10011194183
Saved in:
3
Macro-Networks: An application to euro area financial accounts
Castrén, Olli
;
Rancan, Michela
- In:
Journal of Banking & Finance
46
(
2014
)
C
,
pp. 43-58
financial crisis, bilateral linkages contracted sharply, reflecting the surge in
counterparty
risk and the de …
Persistent link: https://www.econbiz.de/10011065655
Saved in:
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