Netting Set Modeling

Netting Set Modeling is a computational framework within counterparty credit risk analysis that formally defines and structures a set of financial transactions eligible for legal netting, distinguishing it by enabling the aggregation of exposures to mitigate credit risk under default scenarios.

3

Publications

85

Citations

6

Authors

5

Institutions

Publications per year

2017–2026

0

Authors

6

  1. CA
    Claudio Albanese

    Imperial College London, United Kingdom

    2 publications · 54 citations

    2

    h-index

  2. GP
    Giacomo Pietronero

    2 publications · 54 citations

    2

    h-index

  3. GG
    Guillaume Gimonet

    1 publications · 42 citations

    1

    h-index

  4. TB
    Toufik Bellaj

    1 publications · 42 citations

    1

    h-index

  5. MP
    Michael Pykhtin

    Federal Reserve, United States

    1 publications · 31 citations

    1

    h-index

1–5 of 6

Venues

  1. SSRN Electronic Journal

    Repository · 1 publications · 12 citations

    1

    h-index

  2. Quantitative Finance

    1 publications · 42 citations

    1

    h-index

1–2