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
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2 publications · 54 citations
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1 publications · 42 citations
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1 publications · 42 citations
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Bank of America
Charlotte, United States
1 h-index
1 publications
31 citations
Massachusetts Institute of Technology
Cambridge, United States
1 h-index
1 publications
31 citations
John Brown University
Siloam Springs, United States
1 h-index
1 publications
31 citations
Federal Reserve
Washington D.C., United States
1 h-index
1 publications
31 citations
Federal Reserve Board of Governors
Washington D.C., United States
1 h-index
1 publications
31 citations
1–5 of 5
Repository · 1 publications · 12 citations
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1 publications · 42 citations
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