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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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Default risk of money-market fund portfolios
Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
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The end of the waterfall : default resources of central counterparties
Cont, Rama - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
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Pricing inflation-indexed derivatives with default risk
Chen, Son-nan; Hsu, Pao-Peng - In: The European journal of finance 24 (2018) 15, pp. 1272-1287
Persistent link: https://www.econbiz.de/10012258889
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Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong; Huang, Wen-Li - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
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Risk mutualization and financial stability : recovering and resolving a central counterparty
Raykov, Radoslav S. - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 163-185
Persistent link: https://www.econbiz.de/10011912397
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Credit risk hedging, deposit insurance fund protection, and default risk in retail banking during a financial crisis
Chen, Shi; Lin, Ku Jun - In: Research in world economy 6 (2015) 1, pp. 118-132
Persistent link: https://www.econbiz.de/10011415567
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Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei; Christara, Christiana C. - In: The journal of computational finance 24 (2021) 4, pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
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Reducing margin procyclicality at central counterparties
Raykov, Radoslav - In: The journal of financial market infrastructures 7 (2018) 2, pp. 43-59
Persistent link: https://www.econbiz.de/10011996752