Date Titre  
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
Young Smes Insolvency.Theoretical Considerations And Policy Actions
Auteurs: Sebastian Ion Ceptureanu (2015)
Source: Repec
Banque
2015
Bank Capital, Liquid Reserves, and Insolvency Risk
Auteurs: Hugonnier, Julien & Morellec, Erwan (2015)
Source: Repec
Banque
2015
Modeling Path Dependent Counterparty Credit Risk
Auteurs: Zhou, Richard (2015)
Source: Repec
Banque
2015
Credit Valuation Adjustment Modelling During a Global Low Interest Rate Environment
Auteurs: Petr Macek & Petr Teply (2015)
Source: Repec
Prudentiel
2015
Implementing Basel III through the Capital Requirements Directive (CRD) IV: leverage ratios and capital adequacy requirements
Auteurs: Ojo, Marianne (2015)
Source: Repec
Prudentiel
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 tests and information disclosure
Auteurs: Goldstein, Itay & Leitner, Yaron (2015)
Source: Repec
Banque
2015
Le systà¨me financier français face à ses missions d'intéràªt général : le choix d'une internalisation par les établissements privés
Auteurs: Nathalie Rey (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
Basel III: Rethinking liquidity and leverage
Auteurs: Tamà¡s Isépy (2015)
Source: Repec
Prudentiel
2015
Basel III in Reality
Auteurs: Fratianni, Michele & Pattison, John C. (2015)
Source: Repec
Prudentiel