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
Are the Federal Reserve's Stress Test Results Predictable?
Auteurs: Paul Glasserman & Gowtham Tangirala (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
2014
Stochastic Intensity Models of Wrong Way Risk: Wrong Way CVA Need Not Exceed Independent CVA
Auteurs: Ghamami, Samim & Goldberg, Lisa R. (2014)
Source: Repec
Prudentiel
2014
Evaluation of Basel criteria for the international banking system
Auteurs: Destan KIRIMHAN (2014)
Source: Repec
Prudentiel
2014
Peopleà¢â‚¬â„¢s Republic of Chinaà¢â‚¬â€œHong Kong Special Administrative Region: Financial Sector Assessment Program-IOSCO Objectives and Principles of Securities Regulation-Detailed Assessment of Observance
Auteurs: International Monetary Fund. Monetary and Capital Markets Department (2014)
Source: Repec
Marchés financiers
2014
Rice straw supply chain for electricity generation in Malaysia: Economical and environmental assessment
Auteurs: Shafie, S.M. & Masjuki, H.H. & Mahlia, T.M.I. (2014)
Source: Repec
Banque
2014
Pertinence des mesures non-GAAP pour les marchés boursiers : le cas des firmes du CAC 40
Auteurs: Denis Cormier & Samira Demaria (2014)
Source: Repec
Marchés financiers
2014
Stress testing interest rate risk exposure
Auteurs: Abdymomunov, Azamat & Gerlach, Jeffrey (2014)
Source: Repec
Banque
2014
Discretion and Accountability: The ESMA Judgment and the Meroni Doctrine
Auteurs: Phedon Nicolaides & Nadir Preziosi (2014)
Source: Repec
Marchés financiers
2014
Does Basel III bring anything new? A comparison between capital accords Basel II and Basel III
Auteurs: Max Kubat (2014)
Source: Repec
Prudentiel
2014
Does Basel III bring anything new? A comparison between capital accords Basel II and Basel III
Auteurs: Max Kubat (2014)
Source: Repec
Prudentiel
2014
Optimal Bail-out and Bail-in policy mix: Lessons from the Banco Espà­rito Santo (BES) failure
Auteurs: Miguel Rocha de Sousa (2014)
Source: Repec
Banque