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Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

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References

2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
2009The High Level Group on Financial Supervision in the EU249 cited

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2013COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS17 cited
2017Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis

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17 cited