Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments

11 references·4 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1979Option pricing: A simplified approach6,103 cited
1976The valuation of options for alternative stochastic processes2,935 cited
1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
1990Options, Futures, and Other Derivative Securities.1,227 cited
1983Foreign currency option values1,078 cited
1988Risk in Banking and Capital Regulation1,058 cited
1987The Pricing of Options with Default Risk344 cited
1983The pricing of call and put options on foreign exchange276 cited
1983The Valuation of Currency Options156 cited
1977DETERMINING AN OPTIMAL CAPITAL STANDARD FOR THE BANKING INDUSTRY104 cited
1980Market Incompleteness and Divergences Between Forward and Futures Interest Rates57 cited

Cited by

2000Structural effects of asset-backed securitization38 cited
1997Swap credit risk: An empirical investigation on transaction data32 cited
1996The valuation and behavior of black-scholes options subject to intertemporal default risk28 cited
2012What Drives Interest Rate Spreads in Uganda’s Banking Sector?24 cited

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