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subject:"Risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Derivat
58
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Financial stability review : FSR
The journal of credit risk : published quarterly by Incisive Media
Energy economics
21
Journal of banking & finance
15
The journal of futures markets
11
SpringerLink / Bücher
9
Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Review of Pacific Basin financial markets and policies
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Financial derivatives : pricing and risk management
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International Journal of Financial Studies : open access journal
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Finance and capital markets series
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Review of derivatives research
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Schmalenbach business review : sbr
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Schriftenreihe Finanzmanagement
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Wiley finance series
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
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2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
OTC derivatives : new rules, new actors, new risks
2013
Persistent link: https://www.econbiz.de/10010202225
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5
Mitigating systemic risk in OTC derivative markets
Wellink, Arnout H. E. M.
- In:
Financial stability review : FSR
14
(
2010
),
pp. 131-135
Persistent link: https://www.econbiz.de/10008647158
Saved in:
6
OTC derivatives : financial stability challenges and responses from authorities
Russo, Daniela
- In:
Financial stability review : FSR
14
(
2010
),
pp. 101-112
Persistent link: https://www.econbiz.de/10008647161
Saved in:
7
Credit default swaps and financial stability : risks and regulatory issues
Duquerroy, Anne
;
Gex, Mathieu
;
Gauthier, Nicolas
- In:
Financial stability review : FSR
13
(
2009
),
pp. 75-88
Persistent link: https://www.econbiz.de/10003889546
Saved in:
8
Modeling credit exposure for collateralized counterparties
Pykhtin, Michael
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003927491
Saved in:
9
Better capturing risks in the trading book
Prato, Olivier
- In:
Financial stability review : FSR
8
(
2006
),
pp. 51-61
Persistent link: https://www.econbiz.de/10003361733
Saved in:
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