The application of mathematical models to measure collateral concentration risk
Martin Seagroatt and Ed Cockram
| Year of publication: |
2015
|
|---|---|
| Authors: | Seagroatt, Martin ; Cockram, Ed |
| Published in: |
Journal of securities operations & custody. - London : Stewart, ISSN 1753-1802, ZDB-ID 2419620-4. - Vol. 7.2015, 3, p. 260-268
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| Subject: | collateral concentration | collateral management | collateral risk | concentration risk | non-cash collateral | exposure management | OTC collateral management | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Theorie | Theory | Unternehmenskonzentration | Market concentration | Portfolio-Management | Portfolio selection | Risiko | Risk | Kreditderivat | Credit derivative |
| 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/10011487243