Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options
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Published:2020
Issue:
Volume:
Page:
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ISSN:1744-6619
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Container-title:The Journal of Credit Risk
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language:
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Short-container-title:JCR
Author:
Kratochwil Michael
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance