Sînziana Kroon

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

97

CITATIONS

1

Scholarly Papers (2)

Counterparty Credit Risk and the Effectiveness of Banking Regulation

De Nederlandsche Bank Working Paper No. 599
Number of pages: 26 Posted: 12 Jul 2018 Last Revised: 06 Nov 2018
Iman van Lelyveld and Sînziana Kroon
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 45 (411,177)

Abstract:

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OTC market, counterparty credit risk, credit default swap

Counterparty Credit Risk and the Effectiveness of Banking Regulation

Number of pages: 26 Posted: 05 Nov 2018
Sînziana Kroon and Iman van Lelyveld
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 19 (543,612)

Abstract:

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OTC market, counterparty credit risk, credit default swap

2.

CDS Market Structure and Risk Flows: The Dutch Case

De Nederlandsche Bank Working Paper No. 592
Number of pages: 37 Posted: 25 May 2018
De Nederlandsche Bank, De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 33 (451,068)
Citation 2

Abstract:

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EMIR, trade repositories, CDS markets, Brexit