搜索结果: 1-1 共查到“经济学 Closeout”相关记录1条 . 查询时间(0.085 秒)
Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions
Bilateral Counterparty Risk the fundamental impact
2010/12/13
We analyze the practical consequences of the bilateral counterparty risk adjustment. We point out that past literature assumes that, at the moment of the first default, a risk-free closeout amount wil...