Counterparty Credit Risk, Collateral and Funding
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22

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Published By John Wiley & Sons, Ltd

9781118818589, 9780470748466

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Collateral, Netting, Close-Out and Re-Hypothecation

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch13 ◽

2013 ◽

pp. 305-317

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Unilateral CVA for Credit with WWR

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch7 ◽

2013 ◽

pp. 153-165

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Front Matter

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.fmatter ◽

2013 ◽

pp. i-xxvii

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A First Attack on Funding Cost Modelling

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch11 ◽

2013 ◽

pp. 269-278

Keyword(s):

Cost Modelling ◽

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Close-Out and Contagion with Examples of a Simple Payoff

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch14 ◽

2013 ◽

pp. 319-330

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Bilateral CVA-DVA and Interest Rate Products

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch12 ◽

2013 ◽

pp. 279-303

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Bibliography

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.biblio ◽

2013 ◽

pp. 415-421

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Introduction

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch1 ◽

2013 ◽

pp. 1-30

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Unilateral CVA for Commodities with WWR

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch6 ◽

2013 ◽

pp. 135-151

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Including Margining Costs in Collateralized Contracts

Counterparty Credit Risk, Collateral and Funding ◽

10.1002/9781118818589.ch16 ◽

2013 ◽

pp. 351-359

Keyword(s):

Collateralized Contracts

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