نتایج جستجو برای: basket default swaps bds
تعداد نتایج: 27663 فیلتر نتایج به سال:
2017
Mark Paddrik
Sriram Rajan
H. Peyton Young
A major credit shock can induce large intra-day variation margin payments between counterparties in derivatives markets, which may force some participants to default on their payments. These payment shortfalls become amplified as they cascade through the network of exposures. Using detailed DTCC data we model the full network of exposures, the shock-induced payments, the initial margin collecte...
Journal:
:Finance Research Letters
2018
Journal:
:SSRN Electronic Journal
2015
Journal:
:Socio-Economic Review
2009
Journal:
:SSRN Electronic Journal
2011
Journal:
:SSRN Electronic Journal
2010
Journal:
:Physica A: Statistical Mechanics and its Applications
2017
Journal:
:The Accounting Review
2009
Journal:
:International Journal of Trade, Economics and Finance
2015
Journal:
:Escritos Contables y de Administración
2015
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید