OTC derivatives and counterparty credit risk mitigation : the OIS discounting framework
Year of publication: |
[2016]
|
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Authors: | Leone, Paola ; Proietti, Massimo ; Porretta, Pasqualina ; Vento, Gianfranco A. |
Published in: |
Liquidity risk, efficiency and new Bank business models. - [Basingstoke] : Palgrave Macmillan, ISBN 978-3-319-30818-0. - 2016, p. 57-91
|
Subject: | OTC-Handel | OTC market | Kreditrisiko | Credit risk | Regulierung | Regulation | Risikomanagement | Risk management | EU-Staaten | EU countries |
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