Author:
Li Minqiang,Mercurio Fabio
Reference33 articles.
1. CVA computation for counterparty risk assessment in credit portfolios;S Assefa;Recent Advancements in Theory and Practice of Credit Derivatives,2009
2. Path-consistent wrong-way risk;K B�cker;Risk,2014
3. International convergence of capital measurement and capital standards: A revised framework;Bank for International Settlements,2006
4. Counterparty Risk and Contingent CDS Valuation Under Correlation Between Interest-Rates and Default
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