Results 201 to 210 of about 5,830,336 (226)

Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading

Applied Mathematical Finance, 2020
Nikolaus Hautsch, Mason Porter
exaly  

Counterparty credit risk

1998
openaire   +1 more source

The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk

Journal of Financial Economics, 2019
George O Aragon
exaly  

Bivariate Semi-Markov Process for Counterparty Credit Risk

Communications in Statistics - Theory and Methods, 2014
Guglielmo D'Amico, Raimondo Manca, Giovanni Salvi   +2 more
exaly  

ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

Mathematical Finance, 2014
Agostino Capponi, Andrea Pallavicini, Damiano Brigo   +2 more
exaly  

Introduction to Counterparty Credit Risk

2007
openaire   +1 more source

A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk

Communications in Statistics - Theory and Methods, 2014
Yinghui Dong
exaly  

Counterparty Credit Risk and Collateral Risk

2020
openaire   +1 more source

BASEL III Counterparty Risk and Credit Value Adjustment: Impact of the Wrong-way Risk

Global Economic Review, 2013
Jaesun Noh
exaly  

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Management Science
Michael Gordy, Salil Gadgil, Wenxin Du
exaly