Analytical expressions to counterparty credit risk exposures for interest rate derivatives (Q2125642)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical expressions to counterparty credit risk exposures for interest rate derivatives |
scientific article |
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Analytical expressions to counterparty credit risk exposures for interest rate derivatives (English)
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14 April 2022
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forward rate agreement
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counterparty credit risk
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expected exposure
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potential future exposure
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