On the credit risk of OTC derivative users
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Other versions of this item:
- Vijay Bhasin, 1997. "On the credit risk of OTC derivative users," Proceedings 554, Federal Reserve Bank of Chicago.
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Cited by:
- Jackson, Patricia & Perraudin, William & Saporta, Victoria, 2002.
"Regulatory and "economic" solvency standards for internationally active banks,"
Journal of Banking & Finance, Elsevier, vol. 26(5), pages 953-976, May.
- Patricia Jackson & William Perraudin & Victoria Saporta, 2002. "Regulatory and 'economic' solvency standards for internationally active banks," Bank of England working papers 161, Bank of England.
- Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, University Library of Munich, Germany.
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Keywords
Derivative securities; Over-the-counter markets;Statistics
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