Counterparty

Known as: Counterwallet 
Counterparty is a financial platform for creating peer-to-peer financial applications on the bitcoin blockchain. The protocol specification and all… (More)
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Topic mentions per year

Topic mentions per year

1990-2017
0204019902017

Papers overview

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2013
2013
I develop a model of financial sector in which endogenous intermediation among debt financed banks generates excessive systemic… (More)
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2012
2012
The correction in value of an OTC derivative contract due to counterparty risk under funding constraints, is represented as the… (More)
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2012
2012
Counterparty risk is an important determinant of corporate credit spreads. However, there are only a few techniques available to… (More)
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2011
2011
We study mathematical aspects of dynamic hedging of Credit Valuation Adjustment (CVA) in a portfolio of OTC financial derivatives… (More)
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Highly Cited
2010
Highly Cited
2010
We show whether central clearing of a particular class of derivatives lowers counterparty risk. For plausible cases, adding a… (More)
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Highly Cited
2008
Highly Cited
2008
We study the functioning and possible breakdown of the interbank market in the presence of counterparty risk. We allow banks to… (More)
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2008
2008
The valuation of counterparty risk for single name credit derivatives requires the computation of joint distributions of default… (More)
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Highly Cited
2000
Highly Cited
2000
Motivated by recent financial crises in East Asia and the U.S. where the downfall of a small number of firms had an economy-wide… (More)
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Highly Cited
2000
Highly Cited
2000
This paper provides a methodology for valuing credit default swaps when the payoff is contingent on default by a single reference… (More)
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1990
1990
The paper has benefited from comments and suggestions from participants at the NBER Conference on the Risk of Financial… (More)
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