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~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbook"
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Search: subject_exact:"Recht der Kreditsicherung"
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Derivative
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Brigo, Damiano
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2
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Journal of securities operations & custody
9
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Financial stability review : FSR
5
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5
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4
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International journal of financial engineering
2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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The journal of fixed income
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Applied economics
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Applied economics letters
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Competition & change : the journal of global business and political economy
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Expansion and diversification of securitization : yearbook
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Finance research letters
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1
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
89
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1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Using RMB bonds as collateral for OTC derivatives
Jia, Jing
- In:
Journal of securities operations & custody
15
(
2023
)
4
,
pp. 348-366
Persistent link: https://www.econbiz.de/10014426783
Saved in:
3
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
4
Sensitivities and hedging of the collateral choice option
Deelstra, Griselda
;
Grzelak, Lech A.
;
Wolf, Felix Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014235062
Saved in:
5
The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
Saved in:
6
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
7
An equilibrium model for an OTC derivative market under a counterparty risk constraint
Takino, Kazuhiro
- In:
Journal of financial management, markets and institutions
6
(
2018
)
2
,
pp. 1850007-26
Persistent link: https://www.econbiz.de/10011960229
Saved in:
8
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
9
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
10
A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Journal of economic interaction and coordination
15
(
2020
)
1
,
pp. 243-281
Persistent link: https://www.econbiz.de/10012226915
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