An equilibrium model for an OTC derivative market under a counterparty risk constraint
Kazuhiro Takino
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Takino, Kazuhiro |
| Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 6.2018, 2, p. 1850007-26
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| Subject: | Equilibrium pricing | counterparty risk | counterparty risk constraint | collateralization | threshold | risk appetite | Derivat | Derivative | Kreditrisiko | Credit risk | Theorie | Theory | Risikomanagement | Risk management | OTC-Handel | OTC market | Kreditsicherung | Collateral | Risikomaß | Risk measure | Risiko | Risk | Kreditderivat | Credit derivative | Finanzmarkt | Financial market | Finanzkrise | Financial crisis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2282717X1850007X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960229