The chapter analyzes the counterparty credit risk, the EMIR Reform and the regulatory different approach used to measure the capital requirement related to counterparty risk. the author try to compare the different regulatory method and the implications for Counterparty Risk Management
OTC derivatives and counterparty credit risk mitigation. The OIS discounting framework / Leone, Paola; Porretta, Pasqualina; Massimo, Proietti; Gianfranco, Vento. - STAMPA. - (2016), pp. 57-91.
OTC derivatives and counterparty credit risk mitigation. The OIS discounting framework
Leone, Paola;Pasqualina Porretta
Primo
Methodology
;
2016
Abstract
The chapter analyzes the counterparty credit risk, the EMIR Reform and the regulatory different approach used to measure the capital requirement related to counterparty risk. the author try to compare the different regulatory method and the implications for Counterparty Risk ManagementFile allegati a questo prodotto
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