{"entities":{"Q4649502":{"pageid":6679083,"ns":120,"title":"Item:Q4649502","lastrevid":51601568,"modified":"2026-01-19T00:42:11Z","type":"item","id":"Q4649502","labels":{"en":{"language":"en","value":"Counterparty risk pricing: impact of closeout and first-to-default times"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6109789"}},"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":"Q4649502$1D3B57AE-759C-4E06-9CF7-6BEA56F4DC48","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"75eb0c2ba0e8cee590b862750632c0792dbd8c91","datavalue":{"value":{"text":"COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4649502$895F2E5B-98A7-4FA3-B550-9442C5A860AB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cd42511cdbd89a4166e6b24d7be6c0e3d5188bbb","datavalue":{"value":"1262.91140","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4649502$EFCFBB73-74C7-4A37-BF96-0DFA7763A092","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fc033d7deb1ea5e3a81657cec2d45cbed4e55a39","datavalue":{"value":"10.1142/S0219024912500392","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4649502$F34BCB41-B74C-4858-875E-64BC2F96F3DA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"002ec19d12e2c54c1a90cb735331f2710e391b37","datavalue":{"value":{"entity-type":"item","numeric-id":188063,"id":"Q188063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$EF5CBE52-9BF2-47EE-9571-7CF4411CE189","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"16b8868d140f8024a2eb8961cb16c8fda04c2496","datavalue":{"value":{"entity-type":"item","numeric-id":926392,"id":"Q926392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$76D8158C-295C-4008-B515-36A77C856400","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d1adc8169854364236871681c19bd82bb8c1d8fd","datavalue":{"value":{"entity-type":"item","numeric-id":704055,"id":"Q704055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$5FB6D3E4-4C63-4A80-9420-5051D2A026B4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$D1DDA321-E8DD-4F50-8DDC-399549465081","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2f3aa46d2f66375aad8f9f235cf6aa2da570e73e","datavalue":{"value":{"time":"+2012-11-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4649502$E333F1D3-2699-4962-9882-9DBBDAB341DE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"23a0300312e4895eb419bd6ce7bc42505dc963fd","datavalue":{"value":"91G40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4649502$BAD16019-20D1-4BF2-A05A-3A1221C89483","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ce8728ece2b57fe5e330b53e1d9505905b7ed308","datavalue":{"value":"6109789","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4649502$7074EF78-1A2F-4A02-9376-09CBC0E5268E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e534d7a0add63b838c273c8857788cda82e2ccb","datavalue":{"value":"credit valuation adjustment","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$48B6AC4C-67CE-4969-BE92-9D938F4EBC4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54df4ccfdcaaf8645b3133a5a7d585341aec7275","datavalue":{"value":"unilateral CVA","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$4A7B33CE-00D3-4796-92DC-397DC7EC47D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"210f76b35fc7f2bbee35566a3833db69d8687c7b","datavalue":{"value":"bilateral CVA","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$B87C2993-8257-4FD0-8590-A538B2F26219","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"070b26301dd182a9a3fb1399afa5ab601a2d45a5","datavalue":{"value":"simplified bilateral CVA","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$00B115A9-045D-4E90-8217-773D6252EE61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b2b999f659ba8e902233a04bc867b72658aa317a","datavalue":{"value":"debit valuation adjustment","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$D790F2BC-BEBD-4DEF-B3AD-750328F54232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed31f551ee542132ecf7db615c3e53d2c91711c2","datavalue":{"value":"closeout","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$1705A661-41C2-4DD3-BF3B-106FA83C71A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aac249b2e590929a960910fea54e0e629c0be1ee","datavalue":{"value":"equity forward contract","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$2D64F278-6E5C-408E-94EE-F15EEDF89B5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f63f94b6349c659b3b926bb50888f92f3c651d83","datavalue":{"value":"zero coupon bond","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$4C8BD90B-2E37-4645-A28B-A939F9F5C14B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f18280ce34724c9718337c1e6f3fb406653ca5d7","datavalue":{"value":"bivariate exponential distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$C04FE439-4B3F-4D3A-8073-7DAFA572E994","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"326471fac0b2cec5a35455c3de60cef554cec66b","datavalue":{"value":"Gumbel bivariate exponential distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4649502$9D04C97D-ADAC-4ACC-872A-4B0160D8B2EF","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":"Q4649502$1A939722-33B7-42E6-9A32-D180DD3EC6CA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a48253edd38b2dcbcd24a4da028b3669909a69f4","datavalue":{"value":{"entity-type":"item","numeric-id":5940704,"id":"Q5940704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$6C27A8D6-420E-40AF-BEB3-ABA38FCDF0AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"16180b01a355f82861ecb71eb9702279678440f8","datavalue":{"value":{"entity-type":"item","numeric-id":3655554,"id":"Q3655554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$F80D5085-D72E-4ED5-BC04-2DA6A5778908","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e6f3246cd2d74e66d5c128559fac6c6d1d18833","datavalue":{"value":{"entity-type":"item","numeric-id":3100990,"id":"Q3100990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$5720175E-6200-4903-9311-C28948B04708","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f9521204b8f6f05f603c03ffe898496a3cded34","datavalue":{"value":{"entity-type":"item","numeric-id":4661681,"id":"Q4661681"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$A688E36B-56D6-4138-9346-2CD655D34F38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea9f4aff136979e2ac52fe88df348175f7a4a8c4","datavalue":{"value":{"entity-type":"item","numeric-id":756343,"id":"Q756343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4649502$C1AE0227-DE20-4339-B9C3-B7C4C68F1423","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a355e7e9bb9d4095c02746ccd5a898e981ba8cfb","datavalue":{"value":"https://doi.org/10.1142/s0219024912500392","type":"string"},"datatype":"url"},"type":"statement","id":"Q4649502$C522F627-B163-4F98-909B-6C51E22642CD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d46b749768c7bbf17e1a9c653e99f6013a0478ad","datavalue":{"value":"W2089684845","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4649502$670006C1-9D85-4F1E-BADE-772BA70B08C1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e36bd94f2cd58fdf43a0f85c4674e18828a023e","datavalue":{"value":{"entity-type":"item","numeric-id":3100990,"id":"Q3100990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6db7b63cbf32bf27eee4b09dd9caaac6fa3e5d0c","datavalue":{"value":{"amount":"+0.8214033246040344","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":"Q4649502$1F660305-CE43-4D96-A60F-6504DD14DC02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b84c2e85cb1389e747ebd8760f9c9e3037952a35","datavalue":{"value":{"entity-type":"item","numeric-id":5746926,"id":"Q5746926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"38f63e7aec14433e00bb433848a948f8c3788831","datavalue":{"value":{"amount":"+0.8179855346679688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4649502$E5EE87FE-66D2-4FA4-A0CF-C6D690DB8A5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d063571832ecbbff1d7c2513c5a876baf6529c2","datavalue":{"value":{"entity-type":"item","numeric-id":5175222,"id":"Q5175222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c9d6802b4bc8e550da7182931a6bccdb56b3478","datavalue":{"value":{"amount":"+0.8164277672767639","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":"Q4649502$5EADF396-B9C0-4135-87A6-86237F4FB283","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0981a0df064895bc8f42e45ce9b35f5169d846cb","datavalue":{"value":{"entity-type":"item","numeric-id":5299992,"id":"Q5299992"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a233c88c5f415b8a5f6184a118cea3c38b69c909","datavalue":{"value":{"amount":"+0.7974076271057129","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":"Q4649502$8F2673E6-EE02-4B58-8311-330C162D04DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"100a5d820c31536834483ca5e2df76f8c537ecc5","datavalue":{"value":{"entity-type":"item","numeric-id":2879019,"id":"Q2879019"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d9f15c2a69c6c4dd9d1610b92fcd4260197d065","datavalue":{"value":{"amount":"+0.7963716387748718","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4649502$AA5673D4-56EA-49D5-A738-644F1B611CCA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4649502","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4649502"}}}}}