Results 211 to 220 of about 5,454,495 (242)

Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure

European Financial Management, 2021
Alexander F. Wagner
exaly  

Bayesian backtesting for counterparty risk models

Journal of Risk Model Validation, 2022
Matthias Arnsdorf, Mante Zelvyte
openaire   +1 more source

Derivative Credit Risk (Counterparty Risk)

2017
The points discussed in the previous chapters could give the impression that credit risk can only occur if a creditor lends money to a borrower, but this is not the case, as when a derivative is contracted this generates a new risk whereby, should the case arise, the other party in the contract fails to meet their obligations; this risk is a particular
openaire   +1 more source

The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures

Journal of Risk Finance, 2022
Heike Bockius, Nadine Verena Gatzert
exaly  

Counterparty Risk

CFA Institute Magazine, 2008
openaire   +1 more source

Counterparty Risk and Funding

2014
Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo   +2 more
openaire   +2 more sources

Counterparty credit risk and the credit default swap market

Journal of Financial Economics, 2012
Francis A Longstaff
exaly  

Analytical valuation of Asian options with counterparty risk under stochastic volatility models

Journal of Futures Markets, 2020
Xingchun Wang
exaly  

Counterparty credit risk and derivatives pricing

Journal of Financial Economics, 2019
Gang Li
exaly  

Valuation of double trigger catastrophe options with counterparty risk

North American Journal of Economics and Finance, 2013
yuhong Liu, I-Ming Jiang
exaly