Results 221 to 230 of about 111,357 (244)

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

Counterparty Credit Risk and Collateral Risk

2020
openaire   +1 more source

The Xva Challenge: Counterparty Credit Risk, Funding, Collateral and Capital

, 2015
J. Gregory
semanticscholar   +1 more source

3.1 Credit Counterparty Risk again

2018
Silvio Andrae, Martin Hellmich, Christian Schmaltz   +2 more
openaire   +1 more source

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  

Structural estimation of counterparty credit risk under recovery risk

Journal of Banking and Finance, 2022
exaly  

Counterparty Credit Risk in the Municipal Bond Market

Journal of Fixed Income, 2015
San‐Lin Chung, Chen-Wei Kao, Chunchi Wu, Chung-Ying Yeh   +3 more
semanticscholar   +1 more source

BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA

Mathematical Finance, 2015
Stéphane Crépey
exaly  

Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity

Asia-Pacific Financial Markets, 2009
Yue Kuen Kwok
exaly  

Counterparty risk and funding: immersion and beyond

Finance and Stochastics, 2016
Stéphane Crépey
exaly