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Cesari, Giovanni [Other]; Aquilina, John [Other]; Charpillon, Niels [Other]; Filipović, Zlatko [Other]; Manda, Ion [Other]

Modelling, pricing, and hedging counterparty credit exposure : a technical guide

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Berlin; Heidelberg: Springer, 2009

Published in: Springer finance
Brigo, Damiano [Author] ; Morini, Massimo [Other]; Pallavicini, Andrea [Other]

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes

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Chichester, West Sussex: Wiley & Sons Inc, 2013

Published in: Wiley finance
Pykhtin, Michael [Other]

Counterparty credit risk modelling : risk management, pricing and regulation

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London: Risk Books, 2005
Schwake, Daniel [Author] ; Mahayni, Antje [Degree supervisor]

Market and Counterparty Credit Risk : Selected Computational and Managerial Aspects

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https://d-nb.info/1109745540/34

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Duisburg; Essen: Universitätsbibliothek Duisburg-Essen, 2016
Chen, Tingqiang [Author]; Chen, Tingqiang [Author]

Control Evolution Model of Counterparty Credit Risk Contagion Caused by Major Emergencies

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https://ssrn.com/abstract=4405079

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[S.l.]: SSRN, [2023]
Kambhu, John [Author]; Schuermann, Til [Author]; Stiroh, Kevin J. [Author]

Hedge funds, financial intermediation, and systemic risk

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http://hdl.handle.net/10419/60660

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New York, NY: Federal Reserve Bank of New York, 2007
Koeppl, Thorsten V. [Author]; Monnet, Cyril [Author]

Central counterparties

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http://hdl.handle.net/10419/43277

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Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2008
Huang, Yuxia [Author]; Chi, Yichun [Author]; Hu, Tao [Author]

Optimal Risk Management with Reinsurance and its Counterparty Risk Hedging

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https://ssrn.com/abstract=4367067

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[S.l.]: SSRN, 2023
Duffie, Darrell [Author]; Li, Ada [Author]; Lubke, Theo [Author]

Policy perspectives on OTC derivatives market infrastructure

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http://hdl.handle.net/10419/60977

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New York, NY: Federal Reserve Bank of New York, 2010
Ebert, Sebastian [Author]; Lütkebohmert, Eva [Author]

Treatment of Double Default Effects within the Granularity Adjustment for Basel II

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http://hdl.handle.net/10419/37025

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Bonn: University of Bonn, Bonn Graduate School of Economics (BGSE), 2009
Trani, Tommaso [Author]

Funding under borrowing limits in international portfolios

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http://hdl.handle.net/10419/77378

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Geneva: Graduate Institute of International and Development Studies, 2012
Cirasino, Massimo [Author]; Natarajan, Harish [Author]

India Financial Sector Assessment Program : Detailed Assessment of Observance of Clearing Corporation of India Limited Central Counterparty and Trade Repository

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http://hdl.handle.net/10986/29266

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World Bank, Washington, DC, 2017
Norman, Peter [Author]

The risk controllers : central counterparty clearing in globalised financial markets

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https://learning.oreilly.com/library/view/-/9780470686324/?ar

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Chichester, U.K.: Wiley, c2011
Guadamillas, Mario [Author]; Keppler, Robert [Author]

Securities Clearance and Settlement Systems : A Guide to Best Practices

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http://hdl.handle.net/10986/19684

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World Bank, Washington, DC, 2001

Published in: Policy Research Working Paper ; No. 2581
Gnoatto, Alessandro [Author]; Picarelli, Athena [Author]; Reisinger, Christoph [Author]

Deep xVA solver : a neural network based counterparty credit risk management framework

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http://dse.univr.it/home/workingpapers/wp2020n7.pdf

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[Verona]: Università die Verona, Department of Economics, [2020]

Published in: Working paper series ; 2020,7
Gregory, Jon [Author]

Counterparty credit risk : the new challenge for global financial markets

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https://learning.oreilly.com/library/view/-/9780470689998/?ar

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Chichester, West Sussex, U.K.: Wiley, c2010

Published in: Wiley finance series
Gregory, Jon [Author]

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets - [2nd ed.]

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https://learning.oreilly.com/library/view/-/9781118316665/?ar

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Chichester, U.K.: Wiley, c2012

Published in: Wiley finance
Ewerhart, Christian [Author]; Tapking, Jens [Author]

Repo markets, counterparty risk, and the 2007/2008 liquidity crisis

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https://ssrn.com/abstract=1138609

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Genève: Swiss Finance Inst., 2008

Published in: Swiss Finance Institute: Research paper series ; 2008,24
Odabasioglu, Alper [Author]

Procyclicality in central counterparty margin models : a conceptual tool kit and the key parameters

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https://www.bankofcanada.ca/wp-content/uploads/2023/12/sdp2023-34.pdf

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[Ottawa]: Bank of Canada, [2023]

Published in: Bank of Canada: Staff discussion paper ; 2023,34
Duffie, Darrell [Author]; Singleton, Kenneth J. [Author]

Credit Risk : Pricing, Measurement, and Management

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https://www.degruyter.com/isbn/9781400829170

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Princeton, NJ: Princeton University Press, 2012

Published in: Princeton Series in Finance

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