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Showing results 1 to 10 of approximately 139.
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Journal Article
Western banks and derivatives
Laderman, Elizabeth
(1995)
FRBSF Economic Letter
Newsletter
Credit derivatives: the latest new thing
Moser, James T.
(1998-06)
Chicago Fed Letter
, Issue Jun
Newsletter
Financial Accounting Standard no. 133--the reprieve
Ashley, Lisa K.; Bliss, Robert R.
(1999-07)
Chicago Fed Letter
, Issue Jul
Conference Paper
Derivatives and risk management -- supervision issues
Phillips, Susan M.
(1995)
Proceedings
, Paper 449
Journal Article
Statement to Congress, April 11, 2000 (hedge funds and over-the-counter derivatives)
Parkinson, Patrick M.
(2000-06)
Federal Reserve Bulletin
, Issue Jun
Journal Article
Central counterparty clearing: history, innovation, and regulation
Kroszner, Randall S.
(2006-10)
Economic Perspectives
, Volume 30
, Issue Q IV
Working Paper
The likelihood and extent of bank participation in derivatives activities.
Seims, Thomas F.; Gunther, Jeffery W.
(1995)
Financial Industry Studies Working Paper
, Paper 95-1
Working Paper
Pricing counterparty risk at the trade level and CVA allocations
Pykhtin, Michael; Rosen, Dan
(2010)
We address the problem of allocating the counterparty-level credit valuation adjustment (CVA) to the individual trades composing the portfolio. We show that this problem can be reduced to calculating contributions of the trades to the counterparty-level expected exposure (EE) conditional on the counterparty's default. We propose a methodology for calculating conditional EE contributions for both collateralized and non-collateralized counterparties. Calculation of EE contributions can be easily incorporated into exposure simulation processes that already exist in a financial institution. We ...
Finance and Economics Discussion Series
, Paper 2010-10
Journal Article
Specialization in risk management
Jordan, Jerry L.
(1994-10)
A discussion of the rapidly increasing use of derivative financial instruments, contending that these contracts represent innovations in risk management, not in risk itself, and will lead to enhanced wealth and more efficient risk management without the need for special regulation or legislation to address their perceived risks.
Economic Commentary
, Issue Oct
Journal Article
Statement to Congress, June 10, 1998, (issues relating to the application of the Commodity Exchange Act to over-the-counter derivatives transactions).
anonymous
(1998-08)
Federal Reserve Bulletin
, Issue Aug
, Pages 636-639
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anonymous 12 items
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Li, Ada 2 items
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Ronn, Ehud I. 2 items
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Adams, William James 1 items
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Nosal, Ed 1 items
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Perfect, Steven B. 1 items
Post, Mitchell A. 1 items
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Pykhtin, Michael 1 items
Quinn, Brian 1 items
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Derivative securities 139 items
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