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• An Economic Examination of Collateralization in Different Financial Markets

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Article

  Tag(s):

  unilateral/bilateral collateralization, partial/full/over collateralization, asset pricing, plumbing of the financial system, swap premium spread

  Search term matches:

  Tag

  ... swap premium spread ...

  Full Text

  ... , asset pricing, plumbing of the financial system, swap premium spread, OTC/cleared/listed financial ...

  
  

• A New Model for Pricing Collateralized Financial Derivatives

  Author(s):

  Tim Xiao (see profile)

  Date:

  2017

  Group(s):

  Business Management, Scholarly Communication

  Item Type:

  Article

  Tag(s):

  asset pricing, collateralization, CVA, interaction between market and credit risk, plumbing of financial system, swap premium spread, VaR

  Search term matches:

  Tag

  ... swap premium spread ...

  Full Text

  ... are identical except counterparties, the swap premium spread should reflect counterparty credit risk only ...

  
  

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