Static models of central counterparty risk
Samim Ghamami
| Year of publication: |
2015
|
|---|---|
| Authors: | Ghamami, Samim |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 2, p. 1-36
|
| Subject: | Risk management | derivatives central counterparties | central counterparty risk capital | stochastic models | BASEL II-III | Risikomanagement | Kreditrisiko | Credit risk | Derivat | Derivative | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Theorie | Theory | Clearing | Financial clearing | Risiko | Risk | Kreditsicherung | Collateral | Finanzmarktregulierung | Financial market regulation |
| 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://ebvufind01.dmz1.zbw.eu/10011333478