No Fear of Discounting - How to Manage the Transition from EONIA to €STR-Reference-Cited by-同舟云学术

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No Fear of Discounting - How to Manage the Transition from EONIA to €STR

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Scaringi Marco,Bianchetti Marco

Publisher

Elsevier BV

Reference26 articles.

1. Die Reform der Referenzzinssätze EONIA und EURIBOR

2. Die Reform der Referenzzinssätze EONIA und EURIBOR

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. XVA modelling: validation, performance and model risk management;Annals of Operations Research;2023-06-14

2. Moving from IBORs to Alternative Risk Free Rates;Risk Management Magazine;2021-04-30

3. Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask;SSRN Electronic Journal;2021

4. Moving from IBORs to Alternative Risk Free Rates;SSRN Electronic Journal;2020

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