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Credit risk
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Derivat
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Meyer, Ralf
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Review of derivatives research
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
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Quantitative finance
6
Working Paper Series / European Central Bank
6
Journal of financial economics
5
SAFE working paper
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Staff Report
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Staff working papers / Bank of England
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MNB Occasional Papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Bundesbank Discussion Paper
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CEPR Discussion Papers
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Insurance / Mathematics & economics
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Insurance: Mathematics and Economics
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International review of economics & finance : IREF
3
Journal of Banking & Finance
3
Journal of money, credit and banking : JMCB
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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
Computing valuation adjustments for
counterparty
credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
2
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
3
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
4
Profitability patterns in the interest rate derivatives market
Meyer, Ralf
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011936002
Saved in:
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