{"entities":{"Q3655554":{"pageid":5685460,"ns":120,"title":"Item:Q3655554","lastrevid":58235766,"modified":"2026-04-04T08:40:23Z","type":"item","id":"Q3655554","labels":{"en":{"language":"en","value":"Counterparty risk for credit default swaps: impact of spread volatility and default correlation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5654740"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$A37C3FA7-8EB6-4D0E-A5E7-3C1085F8FD41","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1c03511727990370a90f521a6f1cd919cf46466f","datavalue":{"value":{"text":"COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3655554$B27A8EA9-A3EF-45AB-A1A6-A1CD350BE590","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"74ee61e9f95d4fd686f40f5bb86eca9d1fcd5885","datavalue":{"value":"1187.91206","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$874078EC-3129-481B-8829-8218C214EA81","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6f5ac7aed116e82ad11ff97cd7dd4b7f2c9db525","datavalue":{"value":"10.1142/S0219024909005567","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$08E018AA-6416-449E-8705-EA5549F798F9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"002ec19d12e2c54c1a90cb735331f2710e391b37","datavalue":{"value":{"entity-type":"item","numeric-id":188063,"id":"Q188063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$9AA468EB-CFD2-4E26-BDF4-1F5483138622","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"95c533a2ffdce1384973273747b3c651394e4e2d","datavalue":{"value":{"entity-type":"item","numeric-id":2372256,"id":"Q2372256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$562DC75E-9890-4341-AA25-4BCE0E931FA5","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$0AD8E728-FC7B-466C-8F13-BA4F93ECA6CD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"15debfc1e2804238825a2e453c5b65657bce16e5","datavalue":{"value":{"time":"+2010-01-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3655554$9E9624AE-FB89-4493-8F6A-5F8318BB9AC2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7643daecc95cd3ff51bed2ac72dad06075b1bf25","datavalue":{"value":"https://arxiv.org/abs/1204.2090","type":"string"},"datatype":"url"},"type":"statement","id":"Q3655554$8AD09965-25A5-4394-A47B-4D15FA3A37A0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$096CC1A3-64B4-4836-A884-8078B980990F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$F8A72C76-D1C8-44F5-BD16-65FBD805A06D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$E55CD6AC-9781-4669-8F6A-26E34DF87EC3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7d581770715c6a28a7ff2aa58c9cf10a5347f4a3","datavalue":{"value":"5654740","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$99F88140-4FCE-4489-B547-4F913DA565E7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0b53508b5e360750a75b02812353179c750586a5","datavalue":{"value":"counterparty risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$7D1731A4-28C4-4AA1-82C2-1588AD0089E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e534d7a0add63b838c273c8857788cda82e2ccb","datavalue":{"value":"credit valuation adjustment","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$36966ED4-DFF8-4BEC-ABC6-F74663CF5569","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"903a1cc6c15dedb6822a91f7b552e7351a386a74","datavalue":{"value":"credit default swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$52BD40C1-25C6-46DC-B0B7-10DE498829C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48c4a07cdb57fefe5441644fb0ee8f19c4d38730","datavalue":{"value":"contingent credit default swaps","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$218874AB-6885-4D58-A55A-BC913672F101","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed9961a5eecf3eee9c7216ff2d43fe123965b312","datavalue":{"value":"credit spread volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$5567D4F7-F929-4158-B6E7-70BF35FD3167","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0b6d2b9a06ede59266f8dd1f7cb10aac5c9cec42","datavalue":{"value":"default correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$E0439565-1873-4961-B249-F34335926DAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da6e9a91fa68d465995221a25adf748d8ee8a74b","datavalue":{"value":"stochastic intensity","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$3CC8C07C-BE8B-4424-ACB7-E65E93AF77AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"59b9a95f9978d8d9843df8b90fbcd3b3838f0359","datavalue":{"value":"copula functions","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$302A1474-179D-46A4-88D7-6819EF8A8B4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ba6dbc31d4570ad09521bc4a8030465f6f244679","datavalue":{"value":"wrong way risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q3655554$2D24C06C-3876-4381-8C26-0F2988AFB147","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$60A039EA-B43E-4E21-B874-E24CEAD57B1A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f98bc61996e140e9733bc2580e324245bd07ccd","datavalue":{"value":{"entity-type":"item","numeric-id":3515750,"id":"Q3515750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$47245455-D688-43B7-A323-2247FB7401BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03120a9c2bd6ed4f78af913518a225c657129387","datavalue":{"value":{"entity-type":"item","numeric-id":1776023,"id":"Q1776023"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$A15A6015-1DCF-4531-847D-4F0DD4B6161C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c7c55d64e101adb9e69fbb98547703ba7c1dace","datavalue":{"value":{"entity-type":"item","numeric-id":5483441,"id":"Q5483441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$E5A7DCA5-FCDC-416E-A354-CB3C57018585","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"846b29fb1f7e2d7862411bda1aea9b5e69fe1c54","datavalue":{"value":{"entity-type":"item","numeric-id":855091,"id":"Q855091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$3C2B27F2-A621-4D9C-B495-FCF7AD240130","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ee61a47bf11fef93d60b3875b31a0b478ecbdee","datavalue":{"value":{"entity-type":"item","numeric-id":5475048,"id":"Q5475048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3655554$9162431C-430A-4F1F-9B2B-6D28B0D79A96","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"04085ce3bcadc0575080a3da3c7badeb184d511c","datavalue":{"value":"W3124950891","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3655554$D44BB007-AADA-4FDF-B8B7-5FFC8E8CFA7D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a607d8f93ebd8cfc9279a04567a1abe7bb61396c","datavalue":{"value":{"entity-type":"item","numeric-id":5400659,"id":"Q5400659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a5b6099762ff7794025411ed4716edf231ee481c","datavalue":{"value":{"amount":"+0.8719107508659363","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3655554$D9509F8F-B841-454D-A72A-7712297FE344","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c17ecbb0e318e1f96de366768def0e2208d223f5","datavalue":{"value":{"entity-type":"item","numeric-id":836966,"id":"Q836966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dc17bad10b15dff802ad420a7c1bd6572df648e4","datavalue":{"value":{"amount":"+0.8400354981422424","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3655554$9858FD9B-BAB9-489A-877D-A188CE94F591","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ef3a08db750884e094187bbfd9db72506c4931c7","datavalue":{"value":{"entity-type":"item","numeric-id":3225032,"id":"Q3225032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9763c33a3335c927908246a5d8ded11e7ab3ef23","datavalue":{"value":{"amount":"+0.8362836837768555","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3655554$C6A81F18-16FC-4826-BC46-EDCE5F9E0AB4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"caf411f0fc5474c702260136b531249854f1d03f","datavalue":{"value":{"entity-type":"item","numeric-id":4925744,"id":"Q4925744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"576a3eacdefd3a437bfe3d873b21726dfdac1bf3","datavalue":{"value":{"amount":"+0.8300172090530396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3655554$03316239-D5E5-40D7-8AB8-23E6464B32BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2738e17ff871118985f9c5548e12ef66e6fef850","datavalue":{"value":{"entity-type":"item","numeric-id":3145079,"id":"Q3145079"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"16bc7e85ed9224fd371e1cee99f4ebf671f730b8","datavalue":{"value":{"amount":"+0.8260806202888489","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3655554$B41F2149-83D5-4E26-AEFB-DED4BFB75A48","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3655554","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3655554"}}}}}