Analytical expressions to counterparty credit risk exposures for interest rate derivatives (Q2125642): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10255-022-1074-8 / rank | |||
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| Property / cites work: Modelling, pricing, and hedging counterparty credit exposure. A technical guide / rank | |||
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Latest revision as of 16:22, 28 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical expressions to counterparty credit risk exposures for interest rate derivatives |
scientific article |
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Analytical expressions to counterparty credit risk exposures for interest rate derivatives (English)
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14 April 2022
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forward rate agreement
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counterparty credit risk
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expected exposure
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potential future exposure
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