Counterparty credit limits : the impact of a risk-mitigation measure on everyday trading
Martin D. Gould, Nikolaus Hautsch, Sam D. Howison and Mason A. Porter
| Year of publication: |
2020
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|---|---|
| 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
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| Subject: | Counterparty credit limits | counterparty credit risk | foreign exchange | market design | price formation | Kreditrisiko | Credit risk | Theorie | Theory | Derivat | Derivative | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2021.1893770 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012516170