20th Street and Constitution Avenue NW
Washington, DC 20551
Board of Governors of the Federal Reserve System
in Total Papers Downloads
in Total Papers Citations
Credit Risk, Credit Exposure, Credit Value Adjustment, Netting and Margin Agreement
Basel II, Collateral, Credit Exposure, Regulatory Capital and Counterparty Credit Risk
CVA, counterparty risk, derivatives, credit exposure, Euler allocations, simulation, wrong-way risk
collateralized positions; initial margin; collateralized exposure; bilateral trading relationships.
margin period of risk, initial margin, credit exposure, uncleared margin rules, kernel regression
Margin Period of Risk, Swaps, Collateral, Credit Exposure, CVA
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