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Interlocking directorates in Spanish banking in the twentieth century
Francisco J. Pueyo
banking / financial networksResource overview

Interlocking directorates in Spanish banking in the twentieth century

Paper2006

by Francisco J. Pueyo

Tags
bankingfinancial networks

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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.

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  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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