Capturing initial margin in counterparty risk calculations
Lee Moran, Sasha Wilkens
| Year of publication: |
2017
|
|---|---|
| Authors: | Moran, Lee ; Wilkens, Sasha |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 10.2016/2017, 2, p. 118-129
|
| Subject: | initial margin | clearing | bilateral margining | counterparty risk | internal model | Kreditrisiko | Credit risk | Derivat | Derivative | Theorie | Theory | Kreditsicherung | Collateral | Finanzmarktregulierung | Financial market regulation | Risikomanagement | Risk management | Clearing | Financial clearing | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670656