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Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
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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
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Should SIFIs protect themselves from systemic risk?
Galizia, Federico - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10010526461
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Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10011443591
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Systemic risk in central counterparty clearing houses
Anonymous - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 226-230
Persistent link: https://www.econbiz.de/10010413341
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On counterparty risk
Haldane, Andrew G. - In: Journal of risk management in financial institutions 5 (2011/12) 3, pp. 224-226
Persistent link: https://www.econbiz.de/10009565856
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Documentation risk in credit default swaps : when is a hedge not a hedge?
Griffiths, Mark; Drake, Philip - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10003939674
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Credit Bu VaR : asymmetric spread VaR with default
Wong, Max - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
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A volatility-based single parameter Loss Given Default model
Yang, Hank - In: Journal of risk management in financial institutions 8 (2015) 2, pp. 196-210
Persistent link: https://www.econbiz.de/10011306351
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The influence of systemic importance indicators on banks' credit default swap spreads
Cetina, Jill; Loudis, Bert - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10011488770