RESTRUCTURING COUNTERPARTY CREDIT RISK (Q5299996): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124407695 / rank | |||
Normal rank | |||
Latest revision as of 09:38, 30 July 2024
scientific article; zbMATH DE number 6180168
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESTRUCTURING COUNTERPARTY CREDIT RISK |
scientific article; zbMATH DE number 6180168 |
Statements
RESTRUCTURING COUNTERPARTY CREDIT RISK (English)
0 references
24 June 2013
0 references
counterparty risk
0 references
credit risk
0 references
credit valuation adjustment
0 references
counterparty risk restructuring
0 references
CVA restructuring
0 references
DVA
0 references
margin lending
0 references
collateral
0 references
0 references
