Results 131 to 140 of about 31,402 (210)

Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending [PDF]

, 2011
Damiano Brigo
openalex   +1 more source

Efficient Computation of Exposure Profiles for Counterparty Credit Risk [PDF]

, 2014
Cornelis de Graaf, Qian Feng, Drona Kandhai, Cornelis W. Oosterlee   +3 more
openalex   +2 more sources

Counterparty Credit Risk and Wrong Way Risk; a Least Square Montecarlo Approach

, 2017
Peter Joe Silva, H. Reisin, Manuel Maurette   +2 more
openalex   +1 more source

Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk

, 2009
Florian Heider, Marie Hoerova, Cornelia Holthausen   +2 more
openalex   +1 more source

Addendum to: 'PDE Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs'

, 2012
Christoph Burgard, Mats Kjaer
openalex   +1 more source

Counterparty credit risk, funding risk and central clearing

, 2015
Yang Zhang
openalex   +2 more sources

Counterparty Risk in Insurance Contracts: Should the Insured Worry about the Insurer? [PDF]

, 2007
James R. Thompson, Thompson, James R.
openalex   +1 more source

Intermediation and Voluntary Exposure to Counterparty Risk

, 2014
Maryam Farboodi
openalex   +1 more source

<div> Counterparty Risk in&nbsp;<span>MDB Exposure&nbsp;</span><span>Exchange Agreements</span></div>

William Robert Maurice Perraudin, Sangya Agarwal, Manmohan Kumar   +2 more
openalex   +1 more source

Portfolio optimization with insider's initial information and counterparty risk [PDF]

, 2012
Caroline Hillairet, Ying Jiao
openalex   +1 more source