The Role of Counterparty Risk and Asymmetric Information in the Interbank Market
, 2017 Giuseppe Cappelletti +1 more
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Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization [PDF]
, 2019 Tim Xiao
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Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives [PDF]
, 2016 Stéphane Crépey, Mai Nguyen
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Explicit solution to an inverse first-passage time problem for L\'{e}vy processes. Application to counterparty credit risk [PDF]
, 2013 Mark H. Davis, Martijn Pistorius
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Central Counterparties and Strategic Reduction of Systemic Risk
, 2013 James Chapman, Tsz-Nga Wong
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Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence
, 2012 Balázs Cserna, Ariel Levy, Zvi Wiener
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Dangers of Bilateral Counterparty Risk: the fundamental impact of\n closeout conventions [PDF]
, 2010 Damiano Brigo, Massimo Morini
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Valuing Credit Default Swaps I: No Counterparty Default Risk [PDF]
, 2000 John C. Hull, Alan White
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The Use of Credit Default Swaps by Bond Mutual Funds: Liquidity Provision and Counterparty Risk
, 2017 George O. Aragon, Lei Li, Jun Qian
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