Date Titre  
09/05/2016
La mondialisation a-t-elle vraiment augmenté la synchronisation des cycles économiques ?
Source: Banque de France
09/05/2016
Shadow Insurance
Auteurs: Ralph S.J. Koijen†and Motohiro Yogo
Source: ACPR
2015
Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA
Auteurs: Garcà­a Muà±oz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteba... (2015)
Source: Repec
Banque
2015
Stress test EIOPA 2014 : échantillon européen, situation domestique et benchmarkings
Auteurs: Borel-Mathurin F. & Gandolphe S. (2015)
Source: Repec
Prudentiel
2015
Cva And Fva To Derivatives Trades Collateralized By Cash
Auteurs: Lixin Wu (2015)
Source: Repec
Banque
2015
Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment
Auteurs: Kromer, E. & Overbeck, L. & Rà¶der, J.A.L. (2015)
Source: Repec
Banque
2015
Modeling Path Dependent Counterparty Credit Risk
Auteurs: Zhou, Richard (2015)
Source: Repec
Banque
2015
The value of insolvency safe harbours
Auteurs: Philipp Paech (2015)
Source: Repec
Marchés financiers
2015
Are the Federal Reserve's Stress Test Results Predictable?
Auteurs: Paul Glasserman & Gowtham Tangirala (2015)
Source: Repec
Banque
2015
Disclosure of stress test results
Auteurs: Berlin, Mitchell (2015)
Source: Repec
Banque
2015
Stress-testing for portfolios of commodity futures
Auteurs: Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius (2015)
Source: Repec
Prudentiel
2015
Implementation Of Basel Iii In The European Banking Sector
Auteurs: Ioana Sbarcea (2015)
Source: Repec
Prudentiel
2015
Managing markets for toxic assets
Auteurs: House, Christopher L. & Masatlioglu, Yusufcan (2015)
Source: Repec
Banque
2015
Determinants of Bank Profitability and Basel Capital Regulation: Empirical Evidence from Nigeria
Auteurs: Ozili, Peterson, K (2015)
Source: Repec
Prudentiel