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Zinsderivat
Credit risk
38
Kreditrisiko
38
Derivat
26
Derivative
26
credit valuation adjustment
26
Theorie
19
Theory
19
Counterparty risk
16
Credit valuation adjustment
14
Financial services
13
Finanzdienstleistung
13
Option pricing theory
13
Optionspreistheorie
13
credit valuation adjustment (CVA)
12
Risikomanagement
10
Risk management
10
Swap
10
Credit Valuation Adjustment
9
Credit derivative
8
Kreditderivat
8
counterparty risk
8
default correlation
8
counterparty credit risk
7
Collateral
6
Credit default swaps
6
Kreditsicherung
6
CVA
5
Interest rate derivative
5
Multivariate Verteilung
5
Multivariate distribution
5
wrong-way risk
5
Counterparty Credit Risk
4
Counterparty Risk
4
Credit default swap
4
Credit rating
4
Kreditwürdigkeit
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
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5
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Brigo, Damiano
1
Crépey, Stéphane
1
C̆erný, Jakub
1
Gerboud, Rémi
1
Grbac, Zorana
1
Mahayni, Antje
1
Ngor, Nathalie
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Schwake, Daniel
1
Witzany, Jir̆í
1
Witzany, Jiří
1
Černý, Jakub
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International journal of theoretical and applied finance
2
IES working paper
1
The journal of credit risk : published quarterly by Incisive Media
1
Source
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ECONIS (ZBW)
5
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1
Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel
-
2016
Persistent link: https://www.econbiz.de/10012384955
Saved in:
2
Interest rate swap
credit
valuation
adjustment
Černý, Jakub
;
Witzany, Jiří
-
2014
The
credit
valuation
adjustment
(CVA) of OTC derivatives is an important part of the Basel III credit risk capital …
Persistent link: https://www.econbiz.de/10010358352
Saved in:
3
A copula approach to
credit
valuation
adjustment
for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
5
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
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