Byungsoo Park

Financial Supervisory Service

Financial Supervisory Service, 38 Yeoui-daero, You

Seoul, 07321

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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장외파생상품의 거래상대방 익스포져(EAD) 측정방법 (Measurement Method of Counterparty Exposure(EAD) in OTC Derivatives Products)

Financial Stability Studies, Vol. 9, No. 1, Korea Deposit Insurance Corporation(KDIC), 2008, pp. 121-151.
Number of pages: 31 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Byungsoo Park and Ho-Sam Ki
Financial Supervisory Service and KIS Pricing
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Abstract:

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거래상대방 신용리스크, 표준방법, Current Exposure 방법, 내부모형법, Counterparty Credit Risk, Standardized Method, Current Exposure Method, Internal Model Method