Optimal Timing of Mark-to-Market for Contingent Credit Risk Control
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KeywordsMark-to-Market. Potential Future Exposure; Contingent Credit Risk;
- C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-19 (All new papers)
- NEP-FMK-2005-11-19 (Financial Markets)
- NEP-RMG-2005-11-19 (Risk Management)
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