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Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options
Kratochwil, Michael (2020) Credit exposure under the new standardized approach for counterparty credit risk: fixing the treatment of equity options. The Journal of Credit Risk.Date of publication of this fulltext: 29 Feb 2024 12:20
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| Item type | Article | ||||
| Journal or Publication Title | The Journal of Credit Risk | ||||
| Publisher: | INCISIVE MEDIA | ||||
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| Place of Publication: | LONDON | ||||
| Date | 2020 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) | ||||
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| Keywords | counterparty credit risk; standardized approach for counterparty credit risk (SA-CCR); regulatory capital; credit exposure; equity options | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 55906 |
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