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Counterparty Credit Risk : The new challenge for global financial markets
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Cited by

  • 2014The Empirical Analysis of Liquidity144 cited
  • 2011Counterparty Credit Risk and the Credit Default Swap Market137 cited
  • 2012BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING130 cited
  • 2015Financialization and the institutional foundations of the new capitalism111 cited
  • 2012CVA and Wrong-Way Risk108 cited
  • 2011VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL48 cited
  • 2010OTC derivatives and central clearing: can all transactions be cleared?41 cited
  • 2010Coherent global market simulations and securitization measures for counterparty credit risk40 cited
  • 2014Interconnectedness in the CDS Market35 cited
  • 2023Counterparty Risk and Counterparty Choice in the Credit Default Swap Market35 cited
  • 2016Counterparty Risk and Counterparty Choice in the Credit Default Swap Market33 cited
  • 2013Dynamic Hedging of Counterparty Exposure29 cited
  • 2014AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL26 cited
  • 2013Pricing credit default swaps with bilateral value adjustments23 cited

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