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Counterparty Risk FAQ : Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending
Brigo, Damiano - 2012
We present a dialogue on Counterparty Credit Risk touching on Credit Value at Risk (Credit VaR), Potential Future Exposure (PFE), Expected Exposure (EE), Expected Positive Exposure (EPE), Credit Valuation Adjustment (CVA), Debit Valuation Adjustment (DVA), DVA Hedging, Closeout conventions,...
Persistent link: https://www.econbiz.de/10013113616
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The impact of credit risk assessment on credit activity of commercial banks
Ljubić, Marijana; Pavlović, Vladan; Milančić, Srećko - In: Megatrend revija 12 (2015) 3, pp. 141-152
Persistent link: https://www.econbiz.de/10011428349
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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer - 2018
Persistent link: https://www.econbiz.de/10012198130
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Impact of credit risk management on the performance of selected Nigerian banks
Nwude, E. Chuke; Okeke, Chinedu - In: International journal of economics and financial issues … 8 (2018) 2, pp. 287-297
Persistent link: https://www.econbiz.de/10011957657
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Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
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Credit derivatives : banks' behaviour, financial stability and banking regulation
Karras, Konstantinos N. - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10003831751
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Using guarantees and credit derivatives to reduce credit risk capital requirements under the new Basel Capital Accord
Heitfield, Erik - In: Credit derivatives : the definitive guide, (pp. 451-466). 2004
Persistent link: https://www.econbiz.de/10002799058
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Basel II und die nationale Entwicklung von Kreditderivaten
Senft, Claudia - 2004 - 1. Aufl.
Die zukünftige Eigenkapitalunterlegungspflicht gemäss dem Basler Konsultationspapier (kurz als "Basel II" bezeichnet) und die zunehmende Risikosensibilisierung der Banken (hervorgerufen durch die hohe Abschreibung auf uneinbringliche Kredite in der Vergangenheit) sowie die stete Suche der...
Persistent link: https://www.econbiz.de/10002346886