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- bank-enterprise counterparty credit risk contagion 2021-02-02 Paper Investor behavior, information disclosure strategy and counterparty credit risk contagion...10 bytes (17 words) - 19:29, 13 December 2023
- volatility and interest rates in counterparty credit risk 2018-11-13 Paper Incorporating contagion in portfolio credit risk models using network theory 2018-01-29...10 bytes (16 words) - 16:34, 12 December 2023
- computation by risk factor decomposition 2019-02-06 Paper Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk 2018-11-13...10 bytes (22 words) - 02:35, 25 September 2023
- 2021-08-19 Paper Double-layer network model of bank-enterprise counterparty credit risk contagion 2021-02-02 Paper https://portal.mardi4nfdi.de/entity/Q5144867...10 bytes (17 words) - 18:16, 13 December 2023
- Coherent global market simulations and securitization measures for counterparty credit risk 2011-04-29 Paper...10 bytes (16 words) - 10:24, 6 October 2023
- Coherent global market simulations and securitization measures for counterparty credit risk 2011-04-29 Paper...10 bytes (16 words) - 10:24, 6 October 2023
- Coherent global market simulations and securitization measures for counterparty credit risk 2011-04-29 Paper...10 bytes (16 words) - 10:24, 6 October 2023
- default: the role of stochastic volatility and interest rates in counterparty credit risk 2018-11-13 Paper...10 bytes (16 words) - 23:53, 27 December 2023
- Publication Date of Publication Type COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK 2021-01-29 Paper...10 bytes (18 words) - 22:38, 27 December 2023
- Publication Type Double-layer network model of bank-enterprise counterparty credit risk contagion 2021-02-02 Paper...10 bytes (16 words) - 02:00, 25 September 2023
- Publication Type Double-layer network model of bank-enterprise counterparty credit risk contagion 2021-02-02 Paper...10 bytes (16 words) - 02:00, 25 September 2023
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk 2023-06-22 Paper A new calibration of the Heston stochastic local...10 bytes (20 words) - 13:55, 10 December 2023
- Publication Type Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model 2022-04-14 Paper...10 bytes (18 words) - 22:58, 27 December 2023
- into practice 2022-08-19 Paper Computing valuation adjustments for counterparty credit risk using a modified supervisory approach 2020-11-10 Paper...10 bytes (16 words) - 01:07, 25 September 2023
- Bivariate semi-Markov reward chain and credit spreads 2019-06-18 Paper Bivariate Semi-Markov Process for Counterparty Credit Risk 2014-06-11 Paper COVARIANCE AND...10 bytes (16 words) - 06:38, 7 October 2023
- interest rates in counterparty credit risk 2018-11-13 Paper Estimating the term structure of mortality 2009-01-28 Paper Longevity risk in portfolios of...10 bytes (16 words) - 11:07, 24 September 2023
- NAMES 2014-07-17 Paper Counterparty Credit Risk, Collateral and Funding 2014-05-27 Paper ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION...10 bytes (17 words) - 20:21, 8 December 2023
- into practice 2022-08-19 Paper Computing valuation adjustments for counterparty credit risk using a modified supervisory approach 2020-11-10 Paper https://portal...10 bytes (16 words) - 01:07, 25 September 2023
- Publication Type Bank multiplex networks and systemic risk 2022-08-10 Paper Risk contagion in inter-firm credit guarantee network 2022-08-02 Paper Investor behavior...10 bytes (17 words) - 16:41, 24 September 2023
- under correlation 2018-11-19 Paper Counterparty Credit Risk, Collateral and Funding 2014-05-27 Paper COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT...10 bytes (16 words) - 11:20, 6 October 2023
