So if A defaults, B could take that collateral in lieu of the promise of A. / CSA specifies other important ... 5 Rates paid on collateral (party holding collateral typically pays certain rate to the collateral ... Cooking with collateral. Risk, 8:​58563, 2012.
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Collateral consistent derivatives pricing FRIC Practitioner Seminar, CBS Martin ... Risk Magazine January, pp Piterbarg, V. (2012), Cooking with collateral, Risk .... Jul 26, 2012 — Cooking with collateral In the wake of the crisis, the traditional ... Vladimir Piterbarg develops theoretical foundations for a model of an economy .... by N Moreni · 2015 · Cited by 6 — Payments Risk Committee. Intraday Liquidity Flows. Technical report, Federal Reserve. Bank, 2012. V. Piterbarg. Cooking with collateral. Risk ... 939c2ea5af
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