Counterparty credit limits : the impact of a risk-mitigation measure on everyday trading
Year of publication: |
2020
|
---|---|
Authors: | Gould, Martin ; Hautsch, Nikolaus ; Howison, Sam ; Porter, Mason A. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 6, p. 520-548
|
Subject: | Counterparty credit limits | counterparty credit risk | foreign exchange | market design | price formation |
-
Counterparty credit limits: An effective tool for mitigating counterparty risk?
Gould, Martin D., (2017)
-
Counterparty credit limits : an effective tool for mitigating counterparty risk?
Gould, Martin D., (2017)
-
Capital constraints, counterparty risk, and deviations from covered interest rate parity
Coffey, Niall, (2009)
- More ...
-
The long memory of order flow in the foreign exchange spot market
Gould, Martin, (2016)
-
Counterparty credit limits : an effective tool for mitigating counterparty risk?
Gould, Martin D., (2017)
-
Multi-level order-flow imbalance in a limit order book
Xu, Ke, (2018)
- More ...