Counterparty Risk and Counterparty Choice in the Credit Default Swap Market.
Wenxin DuSalil GadgilMichael B. GordyClara VegaPublished in: Manag. Sci. (2024)
Keyphrases
- risk evaluation
- risk management
- credit risk
- financial institutions
- risk analysis
- black scholes
- risk neutral
- risk assessment
- decision making
- credit scoring
- listed companies
- graph cuts
- evaluation method
- financial crisis
- risk averse
- technological innovation
- financial data
- risk factors
- fraud detection
- portfolio optimization
- market share
- investment decisions
- risk aversion
- high risk
- electricity markets
- market data
- credit card