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Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.
Fries, Christian P. - Volkswirtschaftliche Fakultät, … - 2010
Looking at the valuation of a swap when funding costs and counterparty risk are neglected (i.e., when there is a unique … risk free discounting curve), it is natural to ask "What is the discounting curve of a swap in the presence of funding …
Persistent link: https://www.econbiz.de/10008530717
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Der Rahmenvertrag : Möglichkeiten und Grenzen im (Retail-)Banking
Zingg, Heinz - 1996
Persistent link: https://www.econbiz.de/10004309295
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Der Swapvertrag : phänomenologische und vertragsrechtliche Aspekte des Swapvertrages
Loretan, Michael - 1996
Persistent link: https://www.econbiz.de/10004299051
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Die Rechtsprechung des schweizerische Bundesgerichts auf dem Gebiete des Schuldbetreibungs- und Konkursrechts 1949-1958
Brand, Ernst - In: Zeitschrift für ausländisches und internationales … 25 (1960) 3/4, pp. 595-644
Persistent link: https://www.econbiz.de/10002024664
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Internationales Konkursrecht : einige Gedanken zu einem dogmatischen Neuansatz
Schmidt, Jürgen; Hirsch, Alain - In: Die Schweizerische Aktiengesellschaft : Zeitschr. für … 45 (1973) 4, pp. 153-160
Persistent link: https://www.econbiz.de/10002771309
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Faillite internationale, droit international privé et procédure d'exequatur
Hirsch, Alain - In: Die Schweizerische Aktiengesellschaft : Zeitschr. für … 45 (1973) 4, pp. 161-164
Persistent link: https://www.econbiz.de/10002851434
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Central clearing of OTC derivatives: Bilateral vs multilateral netting
Rama, Cont; Thomas, Kokholm - In: Statistics & Risk Modeling 31 (2014) 1, pp. 20-20
 central counterparty (CCP) on expected interdealer exposure is determined by the tradeoff between multilateral netting across dealers on … one hand and bilateral netting across asset classes on the other hand. We find this tradeoff to be sensitive to … gain from multilateral netting in a CCP overweighs the loss of netting across asset classes in bilateral netting agreements …
Persistent link: https://www.econbiz.de/10011015730
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CPSS Core Principles for Payment Systems.
Heinrich, Gregor - Volkswirtschaftliche Fakultät, … - 2003
There are a number of international initiatives that have the goal of improving or maintaining financial stability by strengthening financial infrastructure. The Committee on Payment and Settlement Systems (CPSS) contributed to this process through its work on developing Core Principles for...
Persistent link: https://www.econbiz.de/10011261149