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

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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 ◽

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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 ◽

Counterparty Credit Risk

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Counterparty Credit Risk in a Multivariate Structural Model with Jumps

SSRN Electronic Journal ◽

10.2139/ssrn.2212813 ◽

2013 ◽

Author(s):

Laura Ballotta ◽

Gianluca Fusai

Keyword(s):

Credit Risk ◽

Structural Model ◽

Counterparty Credit Risk

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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

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Counterparty Credit Risk

Financial Risk Management ◽

10.1002/9781119157502.ch5 ◽

2015 ◽

pp. 333-400

Keyword(s):

Credit Risk ◽

Counterparty Credit Risk

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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

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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

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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

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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

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Introduction to Counterparty Credit Risk

Quantitative Analysis, Derivatives Modeling, and Trading Strategies ◽

10.1142/9789812706652_0001 ◽

2007 ◽

pp. 3-36

Keyword(s):

Credit Risk ◽

Counterparty Credit Risk

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