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Search: subject:"counterparty credit risk"
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Credit risk
54
Kreditrisiko
53
counterparty credit risk
34
Counterparty credit risk
31
Risikomanagement
30
Risk management
30
Derivat
29
Derivative
29
Financial services
24
Finanzdienstleistung
24
Counterparty Credit Risk
17
Theorie
17
Theory
17
Basel III
13
CVA
11
Swap
11
Credit derivative
10
Kreditderivat
10
OTC market
10
OTC-Handel
10
Option pricing theory
10
Optionspreistheorie
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
Tourism destination
5
Tourismusregion
5
CDS
4
CIP deviation
4
Central Counterparty
4
Collateral
4
Credit Valuation Adjustment
4
DVA
4
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Free
41
Undetermined
31
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Article
57
Book / Working Paper
34
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43
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43
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17
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11
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11
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8
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English
64
Undetermined
24
German
2
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1
Author
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Wong, Alfred Y.
4
Brigo, Damiano
3
Cremers, Heinz
3
Di Filippo, Mario
3
Macek, Petr
3
Mala, Julia
3
Noack, Tim
3
Ranaldo, Angelo
3
Witzany, Jiří
3
Wrampelmeyer, Jan
3
Zhang, Jiayue
3
Albanese, Claudio
2
Anagnostou, Ioannis
2
Arora, Navneet
2
Belitsky, Vladimir
2
Büchel, Patrick
2
Formenti, Matteo
2
Gandhi, Priyank
2
Kandhai, Drona
2
Kimura, Herbert
2
Kratochwil, Michael
2
Longstaff, Francis A.
2
Oertel, Frank
2
Pedersen, Lasse Heje
2
Rösch, Daniel
2
Sarkar, Asani
2
Sobreiro, Vinicius Amorim
2
Teplý, Petr
2
Černý, Jakub
2
ANDERLUH, J. H. M.
1
Anderluh, J. H. M.
1
Antonelli, Fabio
1
Arismendi Zambrano, Juan Carlos
1
Arismendi-Zambrano, J. C.
1
Arsov, Ivailo
1
BIELECKI, T. R.
1
Ben-Abdallah, Ramzi
1
Bianchi, Michele Leonardo
1
Bichuch, Maxim
1
Bielecki, Tomasz R.
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Institut ekonomických studií, Univerzita Karlova v Praze
2
C.E.P.R. Discussion Papers
1
Deutsche Bundesbank
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Frankfurt School of Finance and Management
1
London School of Economics (LSE)
1
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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
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
Computational management science
1
DNB working papers
1
Discussion Papers / Deutsche Bundesbank
1
Discussion paper / Tinbergen Institute
1
FIW Working Paper
1
FIW working paper
1
Finance and Economics Discussion Series
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
Journal of financial regulation and compliance : an international journal
1
Journal of financial stability
1
Journal of mathematical finance
1
Journal of money, credit and banking : JMCB
1
LSE Research Online Documents on Economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Politická ekonomie : teorie, modelování, aplikace
1
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Source
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ECONIS (ZBW)
55
RePEc
24
EconStor
11
Other ZBW resources
1
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91
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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
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:
7
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:
8
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:
9
The implications of tail dependency measures for
counterparty
credit
risk
pricing
Arismendi-Zambrano, J. C.
;
Belitsky, Vladimir
; …
-
2020
Persistent link: https://www.econbiz.de/10013168999
Saved in:
10
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:
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