RESTRUCTURING COUNTERPARTY CREDIT RISK (Q5299996): Difference between revisions
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| Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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| Property / cites work: COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION / rank | |||
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| Property / cites work: ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS / rank | |||
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Revision as of 13:19, 6 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)
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24 June 2013
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counterparty risk
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credit risk
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credit valuation adjustment
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counterparty risk restructuring
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CVA restructuring
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DVA
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margin lending
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collateral
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