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Collateral Management
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Collateral
,
credit risk
,
counterparty credit risk
,
valuation
Search term matches:
Title
...
Collateral
Management ...
Tag
...
collateral
...
Full Text
...
Collateral
Management and Counterparty Credit Risk
Collateral
Summary ◆
Collateral
Definition ...
The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
credit value adjustment (CVA)
,
credit risk modeling
,
financial derivative valuation
,
collateralization
,
margin and netting.
Search term matches:
Tag
...
collateralization
...
Full Text
... adjustment (CVA), credit risk modeling, financial derivative valuation,
collateralization
, margin ...
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
valuation model; credit risk modeling; collateralization; correlation
,
CDS.
Search term matches:
Title
... The Valuation of Credit Default Swap with Counterparty Risk and
Collateralization
...
Tag
... valuation model; credit risk modeling;
collateralization
; correlation ...
Full Text
... The Valuation of Credit Default Swap with Counterparty Risk and
Collateralization
Tim ...
The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
,
Qualitative research--Methodology
Item Type:
Article
Tag(s):
asset pricing
,
credit risk modeling
,
collateralization
,
Quantitative methods
Search term matches:
Title
... The Impact of Default Dependency and
Collateralization
on Asset Pricing and Credit Risk Modeling ...
Tag
...
collateralization
...
Full Text
... The Impact of Default Dependency and
Collateralization
on Asset Pricing and Credit Risk ...
An Economic Examination of Collateralization in Different Financial Markets
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Article
Tag(s):
unilateral/bilateral collateralization
,
partial/full/over collateralization
,
asset pricing
,
plumbing of the financial system
,
swap premium spread
Search term matches:
Title
... An Economic Examination of
Collateralization
in Different Financial Markets ...
Tag
... unilateral/bilateral
collateralization
...
Full Text
... An Economic Examination of
Collateralization
in Different Financial Markets Tim Xiao1 ...
A New Model for Pricing Collateralized Financial Derivatives
Author(s):
Tim Xiao
(see profile)
Date:
2017
Group(s):
Business Management
,
Scholarly Communication
Item Type:
Article
Tag(s):
asset pricing
,
collateralization
,
CVA
,
interaction between market and credit risk
,
plumbing of financial system
,
swap premium spread
,
VaR
Search term matches:
Title
... A New Model for Pricing
Collateralized
Financial Derivatives ...
Tag
...
collateralization
...
Full Text
... A New Model for Pricing
Collateralized
OTC Derivatives Tim Xiao1 ABSTRACT ...
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