CONTAGION EFFECTS AND COLLATERALIZED CREDIT VALUE ADJUSTMENTS FOR CREDIT DEFAULT SWAPS (Q2941060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTAGION EFFECTS AND COLLATERALIZED CREDIT VALUE ADJUSTMENTS FOR CREDIT DEFAULT SWAPS |
scientific article |
Statements
CONTAGION EFFECTS AND COLLATERALIZED CREDIT VALUE ADJUSTMENTS FOR CREDIT DEFAULT SWAPS (English)
0 references
21 January 2015
0 references
counterparty credit risk
0 references
bilateral credit value adjustment
0 references
collateralization
0 references
credit default swap
0 references
contagion
0 references
incomplete information
0 references
0 references
0 references
0 references
0 references
