Salil Gadgil

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

1

DOWNLOADS

228

CITATIONS

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Scholarly Papers (1)

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

Number of pages: 41 Posted: 30 Sep 2016
Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System
Downloads 185 (135,922)

Abstract:

Counterparty Credit Risk, Credit Default Swaps, Central Clearing

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market

FEDS Working Paper No. 2016-087
Number of pages: 42 Posted: 07 Nov 2016
Federal Reserve Board, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve and Board of Governors of the Federal Reserve System
Downloads 43 (356,946)

Abstract:

Counterparty credit risk, Credit default swaps, Central clearing