Kenyon, C;
Green, A;
(2013)
CDS pricing under Basel III: capital relief and default protection.
Risk
, 26
(10)
pp. 62-66.
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2013-10 RISK pricing CDSs’ capital relief.pdf - Published Version Download (2MB) | Preview |
| Type: | Article |
|---|---|
| Title: | CDS pricing under Basel III: capital relief and default protection |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://www.risk.net/ |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10140250 |
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