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

    Mathematical Finance

    Damiano Brigo, Agostino Capponi and Andrea Pallavicini

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

  2. 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

  3. 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

  4. BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA

    Mathematical Finance

    Stéphane Crépey

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

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    Credit Default Swaps and the Stability of the Banking Sector

    International Review of Finance

    Volume 10, Issue 1, March 2010, Pages: 27–61, FRANK HEYDE and ULRIKE NEYER

    Article first published online : 26 FEB 2010, DOI: 10.1111/j.1468-2443.2010.01104.x

  6. Derivatives: The Ultimate Financial Innovation

    Restoring Financial Stability: How to Repair a Failed System

    Viral V. Acharya, Viral V. Acharya, Menachem Brenner, Robert F. Engle, Anthony W. Lynch, Matthew Richardson, Pages: 229–249, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118258163.ch10

  7. BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING

    Mathematical Finance

    Stéphane Crépey

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

  8. Structural Counterparty Risk Valuation for Credit Default Swaps

    Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

    Christophette Blanchet-Scalliet, Frédéric Patras, Pages: 437–455, 2012

    Published Online : 7 SEP 2012, DOI: 10.1002/9781118531839.ch13

  9. Legal aspects of credit derivatives

    Credit Derivatives and Structured Credit Trading, Revised Edition

    Vinod Kothari, Pages: 317–364, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390412.ch19

  10. Credit derivatives: Structure, evolution, motivations, and economics

    Credit Derivatives and Structured Credit Trading, Revised Edition

    Vinod Kothari, Pages: 1–46, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390412.ch1

  11. 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

  12. 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

  13. 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

  14. Balance-Sheet CLOs and CDOs

    Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, Second Edition

    Janet M. Tavakoli, Pages: 295–330, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118268230.ch12

  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. PRODUCT-BASED SOLUTIONS TO FINANCIAL INNOVATION: THE PROMISE AND DANGER OF APPLYING THE FEDERAL SECURITIES LAWS TO OTC DERIVATIVES

    American Business Law Journal

    Volume 33, Issue 2, December 1995, Pages: 259–340, J. CHRISTOPHER KOJIMA

    Article first published online : 22 AUG 2007, DOI: 10.1111/j.1744-1714.1995.tb00893.x

  17. 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

  18. Counterparty Risk

    Managing Credit Risk: The Great Challenge for the Global Financial Markets, Second Edition

    John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo, Pages: 437–454, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266236.ch22

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    Front Matter

    Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, Second Edition

    Jon Gregory, Pages: i–xxii, 2013

    Published Online : 15 APR 2013, DOI: 10.1002/9781118673638.fmatter

  20. Regulating Credit Default Swaps

    Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future

    Robert W. Kolb, Pages: 633–639, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266588.ch78

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