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Risk management in financial markets
Panz, Sven - 2020
Persistent link: https://www.econbiz.de/10012254516
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Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano; Pallavicini, Andrea; Papatheodorou, … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
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Essays in macro-finance
Huseynov, Salman - 2021 - This version: March 10, 2022
Persistent link: https://www.econbiz.de/10013041310
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Essays in macro-finance
Kuvshinov, Dmitry - 2019
Persistent link: https://www.econbiz.de/10012104855
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Essays in macro-finance
Ajello, Andrea - 2011
Persistent link: https://www.econbiz.de/10011949013
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Essays in macro-finance
Kagy, Jean-François - 2011
Persistent link: https://www.econbiz.de/10011949529
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Essays in macro-finance
Li, Jun - 2018
Persistent link: https://www.econbiz.de/10011898727
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - 2014
Persistent link: https://www.econbiz.de/10010380081
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Central clearing and collateral demand
Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume - 2014
Persistent link: https://www.econbiz.de/10010254338
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Central Clearing and Collateral Demand
Duffie, Darrell - 2014
We use an extensive data set of bilateral exposures on credit default swap (CDS) to estimate the impact on collateral … demand of new margin and clearing practices and regulations. We decompose collateral demand for both customers and dealers … impact on collateral demand of more widespread initial margin requirements, increased novation of CDS to central clearing …
Persistent link: https://www.econbiz.de/10013059087