Rollover risk and credit risk under time-varying margin (Q4555090)
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scientific article; zbMATH DE number 6981205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rollover risk and credit risk under time-varying margin |
scientific article; zbMATH DE number 6981205 |
Statements
Rollover risk and credit risk under time-varying margin (English)
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19 November 2018
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funding liquidity
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margin requirements
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rollover risk
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structural credit risk models
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