Counterparty credit risk - Open Access .click

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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
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Counterparty Risk in Credit Derivative Contracts

2012
Abstract This article addresses the challenges posed by marginal default distribution models – for illustrative purposes it uses a straightforward Gaussian copula – and details counterparty risk corrections for credit default swaps (CDSs), index CDSs, and collateralised debt obligations.
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Smart Derivative Contracts (Detaching Transactions from Counterparty Credit Risk: Specification, Parametrisation, Valuation)

, 2018
Christian P. Fries, P. Kohl-Landgraf
semanticscholar +1 more source

Pricing catastrophe options with counterparty credit risk in a reduced form model

, 2018
Yajuan Xu, Guojing Wang
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Modeling counterparty credit risk

2005
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Counterparty credit risk

1998
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Backtesting for counterparty credit risk