Anomaly in Counterparty Credit Risk on Collateralized Non-Linear Products

2020 ◽  
Author(s):  
Moepa Malataliana ◽  
Atish Maharaj
Keyword(s):  
Credit Risk ◽  
Non Linear ◽  
Counterparty Credit Risk

Counterparty Credit Risk and Wrong Way Risk; a Least Square Montecarlo Approach

2017 ◽  
Author(s):  
Peter Joe Silva ◽  
Hernan Reisin ◽  
Manuel Maurette
Keyword(s):  
Credit Risk ◽  
Least Square ◽  
Counterparty Credit Risk
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