ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Counterparty credit risk
Mapping Intimacies
◽
10.1002/9781119791416.ch15
◽
2021
◽
pp. 199-240
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
Related Documents
Cited By
References
Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH A Derivative's Approach to Right-Way Risk
SSRN Electronic Journal
◽
10.2139/ssrn.2449239
◽
2014
◽
Author(s):
Frank Lehrbass
Keyword(s):
Credit Risk
◽
Oil Futures
◽
Counterparty Credit Risk
◽
Oil Company
Download Full-text
Anomaly in Counterparty Credit Risk on Collateralized Non-Linear Products
SSRN Electronic Journal
◽
10.2139/ssrn.3672374
◽
2020
◽
Author(s):
Moepa Malataliana
◽
Atish Maharaj
Keyword(s):
Credit Risk
◽
Non Linear
◽
Counterparty Credit Risk
Download Full-text
Modeling Counterparty Credit Risk
Understanding Credit Derivatives and Related Instruments
◽
10.1016/b978-0-12-800116-5.00025-8
◽
2016
◽
pp. 281-294
Author(s):
Antulio N. Bomfim
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
Counterparty Credit Risk in a Multivariate Structural Model with Jumps
SSRN Electronic Journal
◽
10.2139/ssrn.2212813
◽
2013
◽
Cited By ~ 2
Author(s):
Laura Ballotta
◽
Gianluca Fusai
Keyword(s):
Credit Risk
◽
Structural Model
◽
Counterparty Credit Risk
Download Full-text
Risk Modeling and Capital: Counterparty Credit Risk (“EPE” and “CVA”)
Management for Professionals - Bank Management and Control
◽
10.1007/978-3-030-42866-2_5
◽
2020
◽
pp. 71-77
Author(s):
Johannes Wernz
Keyword(s):
Credit Risk
◽
Risk Modeling
◽
Counterparty Credit Risk
Download Full-text
Counterparty Credit Risk
Financial Risk Management
◽
10.1002/9781119157502.ch5
◽
2015
◽
pp. 333-400
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
Counterparty Credit Risk and Wrong Way Risk; a Least Square Montecarlo Approach
SSRN Electronic Journal
◽
10.2139/ssrn.3829786
◽
2017
◽
Author(s):
Peter Joe Silva
◽
Hernan Reisin
◽
Manuel Maurette
Keyword(s):
Credit Risk
◽
Least Square
◽
Counterparty Credit Risk
Download Full-text
Mitigation of Counterparty Credit Risk
Counterparty Credit Risk and Credit Value Adjustment
◽
10.1002/9781118673638.part2
◽
2013
◽
pp. 41-43
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
Counterparty credit risk
Foreign Exchange Options
◽
10.1016/b978-1-85573-253-7.50017-x
◽
1998
◽
pp. 136-144
Author(s):
Alan Hicks
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
The Dodd-Frank Act and Counterparty Credit Risk
Understanding Systemic Risk in Global Financial Markets
◽
10.1002/9781119348474.ch12
◽
2017
◽
pp. 147-158
Keyword(s):
Credit Risk
◽
Counterparty Credit Risk
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close