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Keywords: Counterparty credit risk
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Journal Articles
Journal of Financial Regulation and Compliance (2014) 22 (3): 252–270.
Published: 08 July 2014
...Michael Jacobs Jr. Purpose – This study aims to survey supervisory requirements and expectations for counterparty credit risk (CCR). Design/methodology/approach – In this paper, a survey of CCR including the following elements has been performed. First, various concepts in CCR measurement...
