SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Measuring Counterparty Credit Exposure to a Margined Counterparty
1 references·0 citing·6 second hopsampled
Measuring Counterparty Credit Exposure to a Margined Counterparty (2005)Measuring Counterparty Credit Exposure to…Measuring and marking counterparty risk (2003)Measuring and marking counter…Options, Futures, and Other Derivative Securities. (1990)Swap Rates and Credit Quality (1996)Credit Swap Valuation (1999)Counterparty Risk on a CDS in a Markov Chain Copula Model with Joint Defaults (2010)Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment Including Re-Hypotecation and Netting (2011)CVA Computation for Counterparty Risk Assessment in Credit Portfolios (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003Measuring and marking counterparty risk73 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work