Contagion effects and collateralized credit value adjustments for credit default swaps (Q2941060)
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scientific article; zbMATH DE number 6389034
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Contagion effects and collateralized credit value adjustments for credit default swaps |
scientific article; zbMATH DE number 6389034 |
Statements
CONTAGION EFFECTS AND COLLATERALIZED CREDIT VALUE ADJUSTMENTS FOR CREDIT DEFAULT SWAPS (English)
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21 January 2015
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counterparty credit risk
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bilateral credit value adjustment
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collateralization
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credit default swap
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contagion
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incomplete information
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0.815782368183136
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0.8124316334724426
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0.8061098456382751
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0.7999221682548523
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