Concepedia

Collateral Exposure Management

Collateral Exposure Management is a systematic framework within collateral management that identifies, measures, and mitigates counterparty credit risk by dynamically aligning collateral requirements with exposure levels under varying market conditions and regulatory constraints.

4

Publications

82

Citations

12

Authors

4

Institutions

Publications per year

2017–2026

2

Parents

Publications

4

Rethinking the margin period of risk

Leif B. G. Andersen, Michael Pykhtin, Alexander Sokol · The Journal of Credit Risk · 2017 · 24 citations

, , +14

Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management

Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi · SSRN Electronic Journal · 2010 · 23 citations · Full text

, , +15

The collateral history: an overlooked core clinical skill

Donal Fitzpatrick, Kate Doyle, Ger Finn et al. · European Geriatric Medicine · 2020 · 18 citations · Full text

, , +11

Interoperability between central counterparties

Thomas Nellen, Jürg Mägerle · The Journal of Financial Market Infrastructures · 2015 · 17 citations

, , +17

1–4 of 4

Authors

12

  1. AS
    Alexander Sokol

    Overlook Medical Center, United States

    1 publications · 24 citations

    1

    h-index

  2. YS
    Yasufumi Shimada

    Japan University of Economics, Japan

    1 publications · 23 citations

    1

    h-index

  3. LB
    Leif B. G. Andersen

    Bank of America, United States

    1 publications · 24 citations

    1

    h-index

  4. MP
    Michael Pykhtin

    Federal Reserve, United States

    1 publications · 24 citations

    1

    h-index

  5. KD
    Kate Doyle

    Cork University Hospital, Ireland

    1 publications · 18 citations

    1

    h-index

1–5 of 12

Institutions

4

  1. Japan University of Economics

    Fukuoka, Japan

    1 h-index

    2 publications

    46 citations

  2. The University of Tokyo

    Tokyo, Japan

    1 h-index

    2 publications

    46 citations

  3. Taisei (Japan)

    Tokyo, Japan

    1 h-index

    1 publications

    23 citations

  4. Cork University Hospital

    Cork, Ireland

    1 h-index

    4 publications

    72 citations

1–4 of 4

Venues

  1. SSRN Electronic Journal

    Repository · 1 publications · 23 citations

    1

    h-index

  2. European Geriatric Medicine

    EGM · 1 publications · 18 citations

    1

    h-index

  3. 1

    h-index

  4. The Journal of Credit Risk

    1 publications · 24 citations

    1

    h-index

1–4