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The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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Risk-sharing or risk-taking? : counterparty risk, incentives and margins
Biais, Bruno; Heider, Florian; Hoerova, Marie - 2012
Persistent link: https://www.econbiz.de/10009765248
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The impact of SFAS 133 on income smoothing by banks through loan loss provisions
Kilic, Emre; Lobo, Gerald J.; Ranasinghe, Tharindra; … - In: The accounting review : a publication of the American … 88 (2013) 1, pp. 233-260
Persistent link: https://www.econbiz.de/10009711735
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The risk structural of European sovereign credit default swap before and after in European periphery countries
Tellalbaşı, Işıl - In: International journal of economics and finance 6 (2014) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10010236860
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The stock price of the introduction of exchange-traded credit derivatives
Schwartz, Lisa A.; Stowe, Kristin; Tarrant, Wayne - In: Applied financial economics 23 (2013) 19/21, pp. 1531-1539
Persistent link: https://www.econbiz.de/10010259361
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Collateral management : recurring issues and emerging trends
Tranquillini, Andrea - In: Journal of securities operations & custody 7 (2015) 4, pp. 305-311
Persistent link: https://www.econbiz.de/10011487276
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The collateral risk of ETFs
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - 2014
Persistent link: https://www.econbiz.de/10010438209
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Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong; Xu, Weijun; Xiao, Weilin - In: Applied economics letters 22 (2015) 1/3, pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
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Collateral management : factors affecting the supply and demand for collateral and emerging trends and developments in the market
Leveroni, Ted - In: Journal of securities operations & custody 6 (2014) 4, pp. 334-341
Persistent link: https://www.econbiz.de/10010394519
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The lemon-squeezing problem : analytical and computational limitations in collateralized debt obligation evaluation
Hardie, Iain; MacKenzie, Donald A. - In: Competition & change : the journal of global business … 18 (2014) 5, pp. 383-401
Persistent link: https://www.econbiz.de/10011293119