Finance and Economics Discussion Series: Measuring Counterparty Credit Exposure to a Margined Counterparty

by Michael S. Gibson

Firms active in OTC derivative markets increasingly use margin agreements to reduce counterparty credit risk. Making several simplifying assumptions, I use both a quasi- analytic approach and a... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288711417
• ISBN13: 9781288711413
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 22 Pages
• Weight: 0.13 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"