COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK (Q5148003)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK |
scientific article; zbMATH DE number 7303453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK |
scientific article; zbMATH DE number 7303453 |
Statements
COUNTERPARTY CREDIT RISK IN A CLEARING NETWORK (English)
0 references
29 January 2021
0 references
counterparty risk
0 references
network model
0 references
characteristic function
0 references
Hilbert transform
0 references
bilateral and multilateral netting
0 references
clearing
0 references
