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Search: subject:"Counterparty credit"
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Subject
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Credit risk
57
Kreditrisiko
56
counterparty credit risk
34
Derivat
32
Derivative
32
Counterparty credit risk
31
Risikomanagement
30
Risk management
30
Financial services
25
Finanzdienstleistung
25
Theorie
18
Theory
18
Counterparty Credit Risk
17
Basel III
14
Option pricing theory
12
Optionspreistheorie
12
CVA
11
Swap
11
Credit derivative
10
Kreditderivat
10
OTC market
10
OTC-Handel
10
Interest rate derivative
9
Yield curve
9
Zinsderivat
9
Zinsstruktur
9
Basel Accord
8
Basler Akkord
8
credit valuation adjustment
6
wrong-way risk
6
Credit value adjustment
5
Hedging
5
Risikomaß
5
Risk measure
5
Tourism destination
5
Tourismusregion
5
credit value adjustment
5
CDS
4
CIP deviation
4
Central Counterparty
4
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Free
45
Undetermined
35
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Article
61
Book / Working Paper
38
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Article in journal
47
Aufsatz in Zeitschrift
47
Working Paper
19
Graue Literatur
13
Non-commercial literature
13
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9
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2
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1
research-article
1
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Language
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English
71
Undetermined
25
German
2
Czech
1
Author
All
Wong, Alfred Y.
4
Brigo, Damiano
3
Cremers, Heinz
3
Di Filippo, Mario
3
Gohdes, Nicholas
3
Hautsch, Nikolaus
3
Macek, Petr
3
Mala, Julia
3
Noack, Tim
3
Porter, Mason A.
3
Ranaldo, Angelo
3
Simshauser, Paul
3
Witzany, Jiří
3
Wrampelmeyer, Jan
3
Zhang, Jiayue
3
Albanese, Claudio
2
Anagnostou, Ioannis
2
Arora, Navneet
2
Bao, Ying
2
Belitsky, Vladimir
2
Büchel, Patrick
2
Formenti, Matteo
2
Gandhi, Priyank
2
Ghamami, Samim
2
Gould, Martin D.
2
Howison, Sam
2
Kandhai, Drona
2
Kimura, Herbert
2
Kratochwil, Michael
2
Longstaff, Francis A.
2
Oertel, Frank
2
Pedersen, Lasse Heje
2
Peng, Cheng
2
Rösch, Daniel
2
Sarkar, Asani
2
Sobreiro, Vinicius Amorim
2
Teplý, Petr
2
Wilson, Clevo
2
Zhao, Yanlong
2
Černý, Jakub
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
C.E.P.R. Discussion Papers
1
Deutsche Bundesbank
1
Frankfurt School of Finance and Management
1
London School of Economics (LSE)
1
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Published in...
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International journal of theoretical and applied finance
7
MPRA Paper
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of risk management in financial institutions
5
The journal of credit risk : published quarterly by Incisive Media
5
Quantitative finance
3
Staff Report
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
Finance and Economics Discussion Series
2
Frankfurt School - Working Paper Series
2
HKIMR working paper
2
IES Working Paper
2
IES working paper
2
Journal of Financial Regulation and Compliance
2
Journal of financial economics
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
RBA Bulletin
2
Working Papers IES
2
Applied mathematical finance
1
Bundesbank Discussion Paper
1
CEPR Discussion Papers
1
CFS Working Paper Series
1
CFS Working Paper, WP
1
CFS working paper series
1
Cambridge working papers in economics
1
Computational management science
1
DNB working papers
1
Discussion Papers / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute
1
EPRG working paper
1
FIW Working Paper
1
FIW working paper
1
Insurance: Mathematics and Economics
1
International Journal of Financial Research
1
International review of economics & finance : IREF
1
Journal of Financial Economics
1
Journal of banking & finance
1
Journal of financial engineering
1
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Source
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ECONIS (ZBW)
61
RePEc
25
EconStor
12
Other ZBW resources
1
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99
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date (oldest first)
1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Wrong way risk corrections to CVA in CIR reduced-form models
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393427
Saved in:
3
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
-
2023
Persistent link: https://www.econbiz.de/10014373715
Saved in:
4
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
Considering
counterparty
credit
risk (CCR) for derivatives using valuation adjustments (CVA) is a fundamental and …
Persistent link: https://www.econbiz.de/10014504522
Saved in:
5
Unsecured and secured funding
Di Filippo, Mario
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
2/3
,
pp. 651-662
Persistent link: https://www.econbiz.de/10013167493
Saved in:
6
Renewable entry costs, project finance and the role of revenue quality in Australia's national electricity market
Gohdes, Nicholas
;
Simshauser, Paul
-
2022
Persistent link: https://www.econbiz.de/10013263258
Saved in:
7
Counterparty risk and counterparty choice in the credit default swap market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
Saved in:
8
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:
9
Counterparty
credit
risk : lessons from recent events
Ita, Andreas
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 256-272
Persistent link: https://www.econbiz.de/10014320240
Saved in:
10
Renewable investments, hybridised markets and the energy crisis : optimising the CfD-merchant revenue mix
Gohdes, Nicholas
;
Simshauser, Paul
;
Wilson, Clevo
- In:
Energy economics
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014479118
Saved in:
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