机译:中央交易对手风险的动态模型
1Department of Applied Mathematics Illinois Institute of Technology 10 West 32nd Street Building REC Room 208 Chicago IL 60616 USA;
1Department of Applied Mathematics Illinois Institute of Technology 10 West 32nd Street Building REC Room 208 Chicago IL 60616 USA;
1Department of Applied Mathematics Illinois Institute of Technology 10 West 32nd Street Building REC Room 208 Chicago IL 60616 USA;
Central clearing parties; default fund; initial margin; dynamic risk measure; Markov structures; credit default swap; default waterfall; credit migration;
机译:中央交易对手风险的动态模型
机译:中央清算对手方是否会降低对手方风险?
机译:考虑对手对手的异质性和优先随机混合附件的影响:CRT市场对抗对手信用风险的传感模型
机译:一个中央交易对手的困境与发展中国家合格的中央交易对手
机译:中央交易对手风险和流动性风险措施的动态模型
机译:美国全球银行承受外国交易对手风险的时空分析数据
机译:利用随机动力学模型进行双边对手风险评估 和信用违约互换的申请