Communicating with Your Department Chair: A Primer on How to Advocate for Your IR Section. [PDF]
Spies JB.
europepmc +1 more source
Optimal Central Counterparty Risk Management [PDF]
In order to protect themselves against the potential losses in case of a participant's default and to contain systemic risk, central counterparties (CCPs) need to maintain sufficient financial resources.
Andy Sturm, Philipp Haene
core
Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? [PDF]
Zhu B, Hu X, Deng Y, Lin R.
europepmc +1 more source
Systemic Risk and Optimal Fee Structure for Central Clearing Counterparty Under Partial Netting
Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou
openalex +1 more source
Credit Default Swap Calibration and Equity Swap Valuation under Counterparty Risk with a Tractable Structural Model [PDF]
Damiano Brigo, Marco Tarenghi
openalex +1 more source
A “principled” approach to international guidance for central counterparties
Rebecca Lewis
openalex +1 more source
How safe are central counterparties in credit default swap markets? [PDF]
Mark E. Paddrik, H. Peyton Young
openalex +1 more source
Assessment of associated credit risk in the supply chain based on trade credit risk contagion. [PDF]
Xie X, Zhang F, Liu L, Yang Y, Hu X.
europepmc +1 more source
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
Wenxin Du +3 more
openalex +2 more sources
Risk Factors in Derivatives Markets
The objective of the article is to analyse and present the classification of risks actual to derivative securities. The analysis is based on classical and modern literature findings and analysis of newest statistical data. The analysis led to the ...
Raimonda Martinkutė-Kaulienė
doaj +1 more source

