Similar Search Results

Bewertung des Kontrahentenrisikos bei OTC-Derivaten

Lowis, Stephan - 2002

Persistent link: https://www.econbiz.de/10001689624

Compensation par contrepartie centrale et assurance contre le risque systémique sur les marchés dérivés de gré à gré

Koeppl, Thorsten V.; Monnet, Cyril - In: Revue d'économie financière : revue trimestrielle de … 109 (2013), pp. 179-196

Persistent link: https://www.econbiz.de/10009776248

Regulation, economies of scale and credit ratings : a puzzle of declining market concentration in the OTC derivatives market

Tata, Fidelio - In: Finance research letters 29 (2019), pp. 292-296

Persistent link: https://www.econbiz.de/10012419107

Developments in CDS markets : a review on recent CDS studies

Hu, Xingyi; Zhong, Zhaodong - 2024

Persistent link: https://www.econbiz.de/10015047738

Automating the OTC derivative collateral management function

Ciulla, Thomas; Bloom, Daniel; Ages, Justin - In: Journal of securities operations & custody 3 (2010/11) 2, pp. 103-110

Persistent link: https://www.econbiz.de/10008737754

Counterparty credit risk and the credit default swap market

Arora, Navneet; Gandhi, Priyank; Longstaff, Francis A. - In: Journal of financial economics 103 (2012) 2, pp. 280-293

Persistent link: https://www.econbiz.de/10009501396

Capital requirements for over-the-counter derivatives central counterparties

Lin, Li; Surti, Jay - In: Journal of banking & finance 52 (2015), pp. 140-155

Persistent link: https://www.econbiz.de/10011377350

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

The xVA challenge : counterparty credit risk, funding, collateral, and capital

Gregory, Jon - 2015 - 3. ed.

"A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this...

Persistent link: https://www.econbiz.de/10011343106

Central clearing and collateral demand

Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - In: Journal of financial economics 116 (2015) 2, pp. 237-256

Persistent link: https://www.econbiz.de/10011348524

1
2
3
4
5
6
7
8
9
10
Next
Last