The collateral rule: Evidence from the credit default swap market
Author:
Funder
National Science Foundation
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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1. Collateral competition: Evidence from central counterparties;Journal of Financial Economics;2023-09
2. Exploring the Performance of XGBOOST and Artificial Neural Network in Personal Credit Default Prediction: An Empirical Study;2023 3rd International Conference on Electrical, Computer, Communications and Mechatronics Engineering (ICECCME);2023-07-19
3. On the choice of central counterparties in the EU;Journal of Financial Markets;2023-06
4. Central Counterparty Default Waterfalls and Systemic Loss;Journal of Financial and Quantitative Analysis;2022-11-28
5. Black Box, Greenleaf: Lender Behavior Under Uncertain Collateral Enforcement;SSRN Electronic Journal;2022
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