Results 221 to 230 of about 5,454,495 (242)

BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING

Mathematical Finance, 2015
Stéphane Crépey
exaly  

Modeling counterparty credit risk

2005
openaire   +1 more source

Liquidity hoarding and interbank market rates: The role of counterparty risk

Journal of Financial Economics, 2015
Marie Hoerova, Florian Heider
exaly  

Counterparty Risk

2012
openaire   +1 more source

Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment

Physica A: Statistical Mechanics and Its Applications, 2019
Tingqiang Chen, Haifei Liu, Jiepeng Wang
exaly  

BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA

Mathematical Finance, 2015
Stéphane Crépey
exaly  

Investor behavior, information disclosure strategy and counterparty credit risk contagion

Chaos, Solitons and Fractals, 2019
Lei Wang, Tingqiang Chen, Shouwei Li
exaly  

Counterparty risk

1999
openaire   +1 more source

Counterparty Credit Risk

2023
openaire   +1 more source

COUNTERPARTY RISK AND SYSTEMIC RISK

2013
openaire   +1 more source