Results 271 to 280 of about 40,103 (280)

Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives

Applied Mathematics and Optimization, 2019
Lijun Bo, Claudia Ceci
semanticscholar   +1 more source

Global central counterparties

2023
openaire   +1 more source

Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment

Physica A: Statistical Mechanics and its Applications, 2019
Tingqiang Chen, Jiepeng Wang, Haifei Liu, Yuanping He   +3 more
semanticscholar   +1 more source

Central counterparty anti-procyclicality tools: a closer assessment

The Journal of Financial Market Infrastructures, 2019
A. Maruyama, F. Cerezetti
semanticscholar   +1 more source

Evaluation research on commercial bank counterparty credit risk management based on new intuitionistic fuzzy method

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2018
Qiang Liu, Chong Wu, Lingyan Lou
semanticscholar   +1 more source

Counterparty credit risk

1998
openaire   +3 more sources

Dynamic Investment and Counterparty Risk

, 2018
Lijun Bo, A. Capponi
semanticscholar   +1 more source

PDE models and numerical methods for total value adjustment in European and American options with counterparty risk

Applied Mathematics and Computation, 2017
I. Arregui, B. Salvador, C. Vázquez
semanticscholar   +1 more source

Improving the methodology for rating counterparties

Finance and Credit, 2019
N.G. Abdukhanova, F.M. Saifullina, O.A. Kleshcheva, G.R. Zeinetdinova, A.E. Sharafieva   +4 more
openaire   +1 more source

Modeling counterparty credit risk

2005
openaire   +1 more source