Central Clearing of Interest Rate Swaps: A Comparison of Offerings-Reference-Cited by-同舟云学术

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Central Clearing of Interest Rate Swaps: A Comparison of Offerings

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cont Rama,Mondescu Radu Paul,Yu Yuhua

Publisher

Elsevier BV

Reference6 articles.

1. A Note on Construction of Multiple Swap Curves with and without Collateral;M Fujii;Central clearing of interest rate swaps: a comparison of dierent proposals -Part II,2010

2. Funding beyond discounting: collateral agreements and derivatives pricing;V Piterbarg;RISK,2010

3. Pricing collateralized swaps;Johannes;Journal of Finance,2007

Cited by 5 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. References;The xVA Challenge;2020-05-04

2. Swap futurization;Journal of Financial Regulation and Compliance;2014-05-06

3. CCP Cleared or Bilateral CSA Trades with Initial/Variation Margins Under Credit, Funding and Wrong-Way Risks: A Unified Valuation Approach;SSRN Electronic Journal;2014

4. Interest-Rate Modelling in Collateralized Markets: Multiple Curves, Credit-Liquidity Effects, CCPs;SSRN Electronic Journal;2013

5. An Economic Examination of Collateralization in Different Financial Markets;SSRN Electronic Journal;2013

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