A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Yuji Sakurai, Tetsuo Kurosaki
| Year of publication: |
2020
|
|---|---|
| Authors: | Sakurai, Yuji ; Kurosaki, Tetsuo |
| Subject: | Mark-to-market accounting | Feedback effects | Collateral management | Margin requirement | Derivat | Derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Risikomanagement | Risk management | OTC-Handel | OTC market | Simulation | Theorie | Theory | Kreditderivat | Credit derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-019-00260-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226915