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Competition Between Mail and Electronic Substitutes in the Financial Sector: A Hotelling Approach
Cremer, Helmuth / De Donder, Philippe / Dudley, Paul / Rodriguez, Frank
bankingResource overview

Competition Between Mail and Electronic Substitutes in the Financial Sector: A Hotelling Approach

Paper2012

by Cremer, Helmuth, De Donder, Philippe, Dudley, Paul, Rodriguez, Frank

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banking

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Suggested foundations for credit and counterparty risk. Specialist prerequisites vary by paper.

Before you read

  1. Credit Instruments, PD/LGD/EAD, and Rating Migration

    Separate default probability, loss severity and exposure.

  2. Conditional Expectation

    Read conditional default and exposure quantities.

Go further

  1. Threshold Models and the Gaussian Copula for Portfolio Default

    Study dependence between defaults.

  2. CVA and DVA

    Connect exposure and counterparty losses to valuation adjustments.

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Explore Counterparty Credit Risk and CVA

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