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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
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Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie Jane - In: Review of derivatives research 19 (2016) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
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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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Volatility risk measures and banks' leverage
Anselmi, Giulio - 2024
Persistent link: https://www.econbiz.de/10015046722
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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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Die Beurteilung des Einsatzes von Kreditderivaten in einem Verbundsystem des deutschen Kreditgewerbes
Merl, Hartmut - 2006
Persistent link: https://www.econbiz.de/10003406484
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The recent disruptions in financial markets : implications for the implementation of Basel 2
Masera, Rainer Stefano - In: The great financial crisis : economics, regulation and risk, (pp. 21-42). 2009
Persistent link: https://www.econbiz.de/10003993881
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Financial turbulence and the capital standard paradigm : a sequel
Masera, Rainer Stefano - In: The great financial crisis : economics, regulation and risk, (pp. 43-81). 2009
Persistent link: https://www.econbiz.de/10003993883