ARTICLE
|
doi:10.20944/preprints201910.0038.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
asset pricing; credit risk modeling; unilateral; bilateral; multilateral credit risk; collateralization; comvariance; comrelation; correlation
Online: 3 October 2019 (04:49:57 CEST)
ARTICLE
|
doi:10.20944/preprints201909.0230.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
unilateral/bilateral collateralization; partial/full/over collateralization; asset pricing; plumbing of the financial system; swap premium spread; OTC/cleared/listed financial markets
Online: 20 September 2019 (04:06:14 CEST)