Current exposure method for CCP's under Basel III
Antoine Kotzé, Paul du Preez
| Year of publication: |
2013
|
|---|---|
| Authors: | Kotzé, Antoine ; Preez, Paul du |
| Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 3.2013, 2, p. 7-17
|
| Subject: | Exposure-at-default | EAD | Value-at-risk | VaR | Basel III | IOSCO | Current Exposure Method | CEM | Central Counterparty | CCP | Counterparty Credit Risk | CCR | Netting | Credit Conversion Factor | Default Fund | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Risikomanagement | Risk management | Derivat | Derivative | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk |
| 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/10011438052