Search Results - subject:"Counterparty credit risk"

Hoencamp, J. H.; Jain, Surbhi; Kandhai, B. D. - In: Quantitative finance 24 (2024) 3/4, pp. 409-432

Persistent link: https://www.econbiz.de/10014552078

Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio - In: Computational management science 20 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014393427

Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023

Persistent link: https://www.econbiz.de/10014373715

Büchel, Patrick; Kratochwil, Michael; Rösch, Daniel - In: Review of Derivatives Research 23 (2020) 3, pp. 273-322

Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fundamental and …

Persistent link: https://www.econbiz.de/10014504522

Di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 651-662

Persistent link: https://www.econbiz.de/10013167493

Du, Wenxin; Gadgil, Salil; Gordy, Michael B.; Vega, Clara - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3808-3826

Persistent link: https://www.econbiz.de/10014552008

Kupiec, Paul H. - In: Journal of risk management in financial institutions 17 (2024) 4, pp. 338-356

Persistent link: https://www.econbiz.de/10015108306

Kratochwill, Michael - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 31-60

Persistent link: https://www.econbiz.de/10012519960

Arismendi-Zambrano, J. C.; Belitsky, Vladimir; … - 2020

Persistent link: https://www.econbiz.de/10013168999

Büchel, Patrick; Kratochwil, Michael; Rösch, Daniel - In: Review of derivatives research 23 (2020) 3, pp. 273-322

Persistent link: https://www.econbiz.de/10012303233

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