Counterparty credit risk in a clearing network (Q5148003)
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scientific article; zbMATH DE number 7303453
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Counterparty credit risk in a clearing network |
scientific article; zbMATH DE number 7303453 |
Statements
COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK (English)
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29 January 2021
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counterparty risk
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network model
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characteristic function
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Hilbert transform
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bilateral and multilateral netting
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clearing
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0.7772255539894104
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0.7765250205993652
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0.7719939947128296
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0.7663373351097107
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0.7658714652061462
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