PRICING COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK (Q5299993)
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scientific article; zbMATH DE number 6180165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK |
scientific article; zbMATH DE number 6180165 |
Statements
PRICING COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK (English)
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24 June 2013
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counterparty risk
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credit valuation adjustment
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collateral
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margining procedure
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credit-spread volatility
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default correlation
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wrong-way risk
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gap risk
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