Counterparty Credit Risk (CCR) is the risk of a counterparty not fully meeting their financial obligations. In attempting to manage this risk the probability, magnitude, and possible offsetting effects must be estimated.https://ia600105.us.archive.org/18/items/alex_Ccr/ccr-1.pd
Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has becom...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial deriv...
Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial deriv...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty risk is the most significant part of the credit risk. Credit risk can be explained by t...
Counterparty risk is the most significant part of the credit risk. Credit risk can be explained by t...
This cumulative doctoral thesis amends the literature on modeling counterparty credit risk exposures...
This cumulative doctoral thesis amends the literature on modeling counterparty credit risk exposures...
A counterparty credit limit (CCL) is a limit imposed by a financial institution to cap its maximum p...
The present paper aims at giving a rigorous approach to Credit Counterparty Risk Estima-tion exploit...
Counterparty credit risk is an important type of financial risk. The importance of proper counterpar...
Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has becom...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial deriv...
Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial deriv...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty credit risk (CCR) is the risk of loss that will be incurred in the event of default by ...
Counterparty risk is the most significant part of the credit risk. Credit risk can be explained by t...
Counterparty risk is the most significant part of the credit risk. Credit risk can be explained by t...
This cumulative doctoral thesis amends the literature on modeling counterparty credit risk exposures...
This cumulative doctoral thesis amends the literature on modeling counterparty credit risk exposures...
A counterparty credit limit (CCL) is a limit imposed by a financial institution to cap its maximum p...
The present paper aims at giving a rigorous approach to Credit Counterparty Risk Estima-tion exploit...
Counterparty credit risk is an important type of financial risk. The importance of proper counterpar...
Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has becom...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
Considering counterparty credit risk (CCR) for derivatives using valuation adjustments (CVA) is a fu...
DOI
Add to ORKG