A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328)
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scientific article; zbMATH DE number 6999638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK |
scientific article; zbMATH DE number 6999638 |
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A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (English)
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10 January 2019
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central clearing parties
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default fund
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initial margin
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dynamic risk measure
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Markov structures
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credit default swap
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default waterfall
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credit migration
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