Results 151 to 160 of about 31,402 (210)

Innovative Approaches to Counterparty Credit Risk Management: Machine Learning Solutions for Robust Backtesting

Huseyin Semih Yildirim
openalex   +2 more sources

An XVA Approach to Counterparty Risk Appraisal

, 2020
Junhao Zhu, Dejun Xie, Gang Liu, Fei Ma
openalex   +1 more source

Liquidity and Counterparty Risks Tradeoff in Money Market Networks

, 2016
Carlos León, Miguel Sarmiento
openalex   +1 more source

Counterparty Risk and How to Deal with It

, 2009
Tom Van Dyck
openalex   +1 more source

Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk

, 2010
Claudio Albanese, Giacomo Pietronero
openalex   +1 more source

The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment

, 2019
Tim Xiao
openalex   +1 more source

Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches [PDF]

, 2013
Y. Lee, Leh-chyan So
openalex  

Wrong-way risk in stock swaps: measuring counterparty credit risk and CVA

, 2015
Rodrigo Trintino Ibelli
openalex   +1 more source

Farm Legal Series: Managing Counterparty Risk, 2015

, 2015
Phillip A. Kunkel, Jeffery A. Peterson
openalex   +1 more source

Weak Convergence of Path-Dependent SDEs and Functionals in Pricing Basket CDS with Counterparty Risk and Contagion Risk

, 2015
Yao Tung Huang, Qingshuo Song, Harry Zheng   +2 more
openalex   +1 more source