Michael S. Gibson - Central Bank Research Hub

Papers by year: All | 2007 | 2005 | 2004

Title Other author(s)

Credit Derivatives and Risk Management

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-47, 11.10.2007)

Measuring Counterparty Credit Exposure to a Margined Counterparty

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-50, 25.11.2005)

Understanding the Risk of Synthetic CDOs

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2004-36, 28.06.2004)

An International Survey of Stress Tests

New York Fed Current issues [View] (Paper: ci07-10, 01.04.2004)

JEL: E58, G21, G24

Papers by year: All | 2007 | 2005 | 2004