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There are 3616 results for: content related to: Regulating OTC Derivatives

  1. You have free access to this content
    Should Derivatives Be Privileged in Bankruptcy?

    The Journal of Finance

    Accepted manuscript online: 11 NOV 2014, PATRICK BOLTON and MARTIN OEHMKE

    DOI: 10.1111/jofi.12201

  2. ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

    Mathematical Finance

    Volume 24, Issue 1, January 2014, Pages: 125–146, Damiano Brigo, Agostino Capponi and Andrea Pallavicini

    Article first published online : 14 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00520.x

  3. The market for credit default swaps: new insights into investors' use of accounting information?

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 847–883, Paul A. Griffin

    Article first published online : 23 SEP 2014, DOI: 10.1111/acfi.12092

  4. Centralized Clearing for Credit Derivatives

    Restoring Financial Stability: How to Repair a Failed System

    Viral V. Acharya, Robert F. Engle, Stephen Figlewski, Anthony W. Lynch, Marti G. Subrahmanyam, Pages: 251–268, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118258163.ch11

  5. Counterparty Credit Risk

    Financial Derivatives: Pricing and Risk Management

    Robert W. Kolb, James A. Overdahl, Pages: 283–294, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266403.ch20

  6. Preparing for Model Change. Rates and Funding in the New Era

    Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators

    Massimo Morini, Pages: 171–215, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467312.ch4

  7. Margining

    Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives

    Jon Gregory, Pages: 75–103, 2014

    Published Online : 27 JUN 2014, DOI: 10.1002/9781118891568.ch6

  8. Fire Sales in a Model of Complexity

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2549–2587, RICARDO J. CABALLERO and ALP SIMSEK

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12087

  9. Managing Counterparty Risk

    Managing Hedge Fund Risk and Financing: Adapting to a New Era

    David P. Belmont, Pages: 299–313, 2012

    Published Online : 21 MAR 2012, DOI: 10.1002/9781118390511.ch6

  10. Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1109–1139, GARA AFONSO, ANNA KOVNER and ANTOINETTE SCHOAR

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01670.x

  11. Netting

    Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives

    Jon Gregory, Pages: 57–73, 2014

    Published Online : 27 JUN 2014, DOI: 10.1002/9781118891568.ch5

  12. You have free access to this content
    BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA

    Mathematical Finance

    Volume 25, Issue 1, January 2015, Pages: 23–50, Stéphane Crépey

    Article first published online : 12 DEC 2012, DOI: 10.1111/mafi.12005

  13. Introduction

    Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives

    Jon Gregory, Pages: 1–10, 2014

    Published Online : 27 JUN 2014, DOI: 10.1002/9781118891568.ch1

  14. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  15. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  16. Credit Derivatives and Counterparty Credit Risk

    Handbook of Financial Risk Management: Simulations and Case Studies

    N.H. Chan, H.Y. Wong, Pages: 255–301, 2013

    Published Online : 21 JUN 2013, DOI: 10.1002/9781118573570.ch7

  17. Quantifying Credit Correlation Risk

    Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - with Interactive Correlation Models in Excel®/VBA

    Gunter Meissner, Pages: 201–234, 2013

    Published Online : 13 DEC 2013, DOI: 10.1002/9781118809204.ch10

  18. The Cost and Impact of Clearing and Margining

    Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives

    Jon Gregory, Pages: 251–264, 2014

    Published Online : 27 JUN 2014, DOI: 10.1002/9781118891568.ch13

  19. You have free access to this content
    BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING

    Mathematical Finance

    Volume 25, Issue 1, January 2015, Pages: 1–22, Stéphane Crépey

    Article first published online : 12 DEC 2012, DOI: 10.1111/mafi.12004

  20. Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 320–343, Bidisha Chakrabarty and Gaiyan Zhang

    Article first published online : 4 APR 2012, DOI: 10.1111/j.1755-053X.2012.01194.x