Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Fahham Khan"'
Autor:
Yaoqing Gao, Fahham Khan, Amy Wang, Danny Gupta, Barnaby Dalton, James Sedgwick, Peng Wu, Bob Blainey, Louis Ly, Lior Velichover, Jan Treibig, Neil Bartlett
Publikováno v:
WHPCF@SC
The concept of default and its associated painful repercussions have been a particular area of focus for financial institutions, especially after the 2007/2008 global financial crisis. Counterparty credit risk (CCR), i.e. risk associated with a count