Modeling Collateralization and Its Economic Significance
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References listed on IDEAS
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More about this item
Keywords
collateralization; collateral posting; credit support annex; credit risk modeling; the plumbing of financial system; derivatives valuation subject to credit risk.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-10-30 (Banking)
- NEP-IFN-2023-10-30 (International Finance)
- NEP-RMG-2023-10-30 (Risk Management)
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