Date Titre  
2015
Cva With Wrong Way Risk: Sensitivities, Volatility And Hedging
Auteurs: Omar El Hajjaji & Alexander Subbotin (2015)
Source: Repec
Prudentiel
2015
Stress test EIOPA 2014 : échantillon européen, situation domestique et benchmarkings
Auteurs: Borel-Mathurin F. & Gandolphe S. (2015)
Source: Repec
Prudentiel
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
Cva And Fva To Derivatives Trades Collateralized By Cash
Auteurs: Lixin Wu (2015)
Source: Repec
Banque
2015
Bosnia and Herzegovina: Financial Sector Assessment Program-Detailed Assessment of Observance of the CPMI-IOSCO Principles for Financial Market Infrastructures
Auteurs: International Monetary Fund. Monetary and Capital Markets Department (2015)
Source: Repec
Banque
2015
Liquidity Risk, Instead Of Funding Costs, Leads To A Valuation Adjustment For Derivatives And Other Assets
Auteurs: Bert-Jan Nauta (2015)
Source: Repec
Prudentiel
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
The value of insolvency safe harbours
Auteurs: Philipp Paech (2015)
Source: Repec
Marchés financiers
2015
Enforcement of IFRS by regulatory oversight bodies: Modelisation and empirical test [Contrà´le externe de la conformité aux IFRS par les autorités de surveillance : modélisation et test empirique]
Auteurs: Phu Dao-Le Flécher (2015)
Source: Repec
Marchés financiers
2015
Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise
Auteurs: Chiara Pederzoli & Costanza Torricelli (2015)
Source: Repec
Prudentiel
2015
Are the Federal Reserve's Stress Test Results Predictable?
Auteurs: Paul Glasserman & Gowtham Tangirala (2015)
Source: Repec
Banque
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