Results 151 to 160 of about 107,244 (261)

Credit Default Swap Calibration and Counterparty Risk Valuation with a Scenario based First Passage Model

, 2005
Damiano Brigo, Marco Tarenghi
openalex   +1 more source

Systemic cascades on inhomogeneous random financial networks. [PDF]

Math Financ Econ, 2023
Hurd TR.
europepmc   +1 more source

Review of Equity-Credit Dependence Studies: Towards Building a Practical Equity-Credit Model for Counterparty Risk

, 2015
Vladimir Chorniy, Andrei Greenberg
openalex   +1 more source

Cushion hypothesis and credit risk: Islamic versus conventional banks from the MENA region. [PDF]

PLoS One
Abdeljawad I, Rashid M, Abu Alia M, Qushtom R, Irshaid M, Sahyouni A.   +5 more
europepmc   +1 more source

The courage to venture: Revealing the effect of social trust on corporate venture capital. [PDF]

PLoS One, 2023
Zhang Y, Guo X.
europepmc   +1 more source

Wrong-way risk in stock swaps: measuring counterparty credit risk and CVA

, 2015
Rodrigo Trintino Ibelli
openalex   +1 more source

SACCR: SA Counterparty Credit Risk under CRR2 [PDF]

, 2015
Tasos Grivas
openalex   +1 more source

The Efficiency of the Anderson-Darling Test With Limited Sample Size: An Application to Back-Testing Counterparty Credit Risk Internal Models

, 2017
Matteo Formenti, Luca Spadafora, M. Terraneo, Fabio Ramponi   +3 more
openalex   +1 more source

Stablecoins and Tokenized Assets: Impact on Deriva9ve Counterparty Credit Risk 1

Sridhar Iyer
openalex   +1 more source

Valuation and hedging of OTC contracts with funding costs,\n collateralization and counterparty credit risk: Part 1 [PDF]

, 2013
Tomasz R. Bielecki, Marek Rutkowski
openalex   +1 more source