Watching foreigners: how counterparties enable herds, crowds, and generate liquidity in financial markets [PDF]
, 2013 Aaron Z. Pitluck
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Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? [PDF]
PLoS One, 2023 Zhu B, Hu X, Deng Y, Lin R.
europepmc +1 more source
A Structural Model with Counterparty Risks
Journal of Derivatives and Quantitative Studies, 2010 The recent financial crisis has triggered more studies on counterparty risks. The theoretical research on credit risk with counterparty risks has been built based upon the reduced-form model. In contrast, this paper suggests a structural model where firm value can be reduced due to counterparty risks. After deriving a price formula for corporate bonds,
openaire +2 more sources
Risk Factors in Derivatives Markets
Entrepreneurial Business and Economics Review, 2015 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
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COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA [PDF]
, 2013 Stéphane Crépey +3 more
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Assessment of associated credit risk in the supply chain based on trade credit risk contagion. [PDF]
PLoS One, 2023 Xie X, Zhang F, Liu L, Yang Y, Hu X.
europepmc +1 more source
France: Financial Sector Assessment Program—Detailed Assessment of Observance of CPSS/IOSCO Recommendations for Securities Settlement Systems and for Central Counterparties [PDF]
, 2013 International Monetary Fund
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European Union: Publication of Financial Sector Assessment Program Documentation�Technical Note on Cross-Border Issues, Central Counterparties, and Central Securities Depositories [PDF]
, 2013 International Monetary Fund
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A Quantization Approach to the Counterparty Credit Exposure Estimation [PDF]
, 2015 Michele Bonollo +3 more
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