Modelling Counterparty Credit Risk in Czech Interest Rate Swaps

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Křivánková, Lenka, and Silvie Zlatošová. “Modelling Counterparty Credit Risk in Czech Interest Rate Swaps”. Acta Universitatis Agriculturae Et Silviculturae Mendelianae Brunensis, vol. 65, no. 3, 2017, pp. 1015-22, https://doi.org/10.11118/actaun201765031015.
Křivánková, L., & Zlatošová, S. (2017). Modelling Counterparty Credit Risk in Czech Interest Rate Swaps. Acta Universitatis Agriculturae Et Silviculturae Mendelianae Brunensis, 65(3), 1015-1022. https://doi.org/10.11118/actaun201765031015
Křivánková L, Zlatošová S. Modelling Counterparty Credit Risk in Czech Interest Rate Swaps. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2017;65(3):1015-22.
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Agriculture
Agriculture
Agriculture (General)
Science
Biology (General)
Refrences
Title Journal Journal Categories Citations Publication Date
A guide to modeling counterparty credit risk 2007
Measuring and marking counterparty risk 2003
Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance 2013
Monte carlo methods 2013
Directive 2013