Open AccessCounterparty and Liquidity Risk — An Analysis of the Negative Basis
Author(s) -
Vladimir Fonseca,
Raquel M. Gaspar
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2297539
Subject(s) - credit risk , business , market liquidity , liquidity risk , basis (linear algebra) , counterparty , funding liquidity , actuarial science , financial system , medicine , mathematics , finance , geometry
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