modelling approaches used for potential future exposure - SERP Analysis

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https://forum.bionicturtle.com/threads/potential-future-exposure-pfe.9617/

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http://www.rmahq.org/event/524481856

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https://www.ercot.com/files/docs/2010/01/12/item_15a___potential_future_exposure__pfe__q3_2009.pdf

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https://github.com/cfrm17/CounterpartyRiskMeasure

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https://rulebook.sama.gov.sa/en/20-counterparty-credit-risk

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https://www.clarusft.com/sa-ccr-standardised-approach-counterparty-credit-risk/

https://www.eba.europa.eu/single-rule-book-qa/qna/view/publicId/2014_907

https://www.fields.utoronto.ca/programs/cim/11-12/finance_seminar/slides/LevinShegalov.pdf

https://forum.bionicturtle.com/threads/potential-future-exposure.2022/

https://www.isda.org/a/hTiDE/isda-sa-ccr-briefing-paper-final1.pdf

https://www.youtube.com/watch?v=Mq2DCM7OFBw

https://arxiv.org/pdf/1912.01280

https://www.federalregister.gov/documents/2018/12/17/2018-24924/standardized-approach-for-calculating-the-exposure-amount-of-derivative-contracts

https://www.msci.com/research-and-insights/blog-post/counterparty-credit-risk-and-the-initial-margin-big-bang

https://cms-cdn.lmu.de/media/16-finmath/publikation/parametric_creditrisk.pdf