Modeling Counterparty Credit Risk

2016 ◽  
pp. 281-294
Author(s):  
Antulio N. Bomfim
Keyword(s):  
Credit Risk ◽  
Counterparty Credit Risk

Anomaly in Counterparty Credit Risk on Collateralized Non-Linear Products

2020 ◽  
Author(s):  
Moepa Malataliana ◽  
Atish Maharaj
Keyword(s):  
Credit Risk ◽  
Non Linear ◽  
Counterparty Credit Risk

scholarly journals Counterparty Credit Risk in a Multivariate Structural Model with Jumps

2013 ◽  
Author(s):  
Laura Ballotta ◽  
Gianluca Fusai
Keyword(s):  
Credit Risk ◽  
Structural Model ◽  
Counterparty Credit Risk

Counterparty Credit Risk

2015 ◽  
pp. 333-400
Keyword(s):  
Credit Risk ◽  
Counterparty Credit Risk

Counterparty Credit Risk and Wrong Way Risk; a Least Square Montecarlo Approach

2017 ◽  
Author(s):  
Peter Joe Silva ◽  
Hernan Reisin ◽  
Manuel Maurette
Keyword(s):  
Credit Risk ◽  
Least Square ◽  
Counterparty Credit Risk

Counterparty credit risk

1998 ◽  
pp. 136-144
Author(s):  
Alan Hicks
Keyword(s):  
Credit Risk ◽  
Counterparty Credit Risk
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