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Evaluation of counterparty credit risk under netting agreements
Breton, Michèle; Tavasoli, Ahmadreza - 2023
Persistent link: https://www.econbiz.de/10014383826
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Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle; Marzouk, Oussama - In: Journal of economic dynamics & control 88 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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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
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Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle; Marzouk, Oussama - In: Journal of risk 21 (2018/2019) 5, pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
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Evaluation of counterparty credit risk under netting agreements
Tavasoli, Ahmadreza; Breton, Michèle - In: European journal of operational research : EJOR 320 (2025) 2, pp. 402-416
Persistent link: https://www.econbiz.de/10015085266