Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920): Difference between revisions

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Latest revision as of 04:11, 14 July 2024

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Estimating the counterparty risk exposure by using the Brownian motion local time
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    Estimating the counterparty risk exposure by using the Brownian motion local time (English)
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    27 July 2017
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    counterparty credit risk
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    exposure at default
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    local times Brownian motion
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    over-the-counter derivatives
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    Basel financial framework
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