Counterparty Risk in the Over-The-Counter Derivatives Market-Reference-Cited by-同舟云学术

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Counterparty Risk in the Over-The-Counter Derivatives Market

Published:2008 Issue:258 Volume:08 Page:1
ISSN:1018-5941
Container-title:IMF Working Papers
language:en
Short-container-title:

Author:

Singh Manmohan,Segoviano Basurto Miguel A., ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference9 articles.

1. Overpricing in Emerging Market CDS Contracts—Some Evidence from Distress Cases;Singh;IMF Working Paper 05/125,2005

2. The CIMDO Copula. Modeling of a Non-Parametric Copula;Segoviano;IMF Working Paper,2008

3. A New Road to Recovery;Singh;RISK,2004

4. The Conditional Probability of Default Methodology;Segoviano;Discussion Paper 558,2006a

5. Recovery Value Assumption in CDS Contracts—Theory and Practice;Singh;Euromoney Structured Products Handbook,2006

Cited by 9 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. An analytical GARCH valuation model for spread options with default risk;International Review of Economics & Finance;2023-01

2. Counterparty risk, central counterparty clearing and aggregate risk;Annals of Finance;2017-09-26

3. Private-Sector Resolution of Contagion in Financial Networks: Capabilities, Incentives and Optimal Interbank Networks;SSRN Electronic Journal;2017

4. Toward a supply-side theory of financial innovation;Journal of Comparative Economics;2013-05

5. Counterparty credit risk and the credit default swap market;Journal of Financial Economics;2012-02

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