Derivatives risks as costs in a one-period network model (Q6078119)
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scientific article; zbMATH DE number 7742656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives risks as costs in a one-period network model |
scientific article; zbMATH DE number 7742656 |
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Derivatives risks as costs in a one-period network model (English)
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27 September 2023
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financial network
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counterparty credit risk
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central clearing counterparties
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XVA
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risk management
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reverse stress test
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economic capital
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uncertainty quantification
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