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On the credit risk of OTC derivative users

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  • Vijay Bhasin

Abstract

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Suggested Citation

  • Vijay Bhasin, 1997. "On the credit risk of OTC derivative users," Proceedings 554, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhpr:554
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    Cited by:

    1. 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.
    2. Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, University Library of Munich, Germany.

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