Media type: E-Book Title: The implications of tail dependency measures for counterparty credit risk pricing Contributor: Arismendi-Zambrano, J. C. [VerfasserIn]; Belitsky, Vladimir [VerfasserIn]; Sobreiro, Vinicius Amorim [VerfasserIn]; Kimura, Herbert [VerfasserIn] imprint: Maynooth: Maynooth University, National University of Ireland, Department of Economics, Finance & Accounting, [2020] Published in: National University of Ireland, Maynooth: Working papers ; 306 Extent: 1 Online-Ressource (52 Seiten); Illustrationen Language: English Keywords: Credit risk ; Counterparty Credit Risk ; Credit Value Adjustment ; Dependency of credit riskcomponents ; Pricing swaps ; Graue Literatur Origination: Footnote: Access State: Open Access