Date Titre  
2013
CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions
Auteurs: Garcà­a Muà±oz, Luis Manuel (2013)
Source: Repec
Banque
2013
Basel 3 and Cva: the counterparty risk management and valuation
Auteurs: Walter Vecchiato & Eugenio Virguti (2013)
Source: Repec
Prudentiel
2013
CPSS-IOSCO Principles for financial market infrastructures: vectors of international convergence
Auteurs: Russo, D. (2013)
Source: Repec
Marchés financiers
2013
Informationally Dynamized Gaussian Copula
Auteurs: S. Crépey & M. Jeanblanc & D. Wu (2013)
Source: Repec
Solvabilité II
2013
Solvency Margin in Insurance Field – The Need for IFRS Compliance
Auteurs: Sahlian Daniela Nicoleta & Stanila Georgiana Oana & Ispas Simona (2013)
Source: Repec
Solvabilité II
2013
Islamic Banking: An Appraisal of Insolvency Hazard
Auteurs: Muhammad Asif Khan & Waheed Akhtar & Assad Ullah & Zafar Iqbal & Irfan Riasat (2013)
Source: Repec
Banque
2013
Fraudes à l'information financià¨re et contrà´le de l'AMF : une étude des réactions du financier français marché
Auteurs: Constant Djama (2013)
Source: Repec
Marchés financiers
2013
On-farm storage of baled and pelletized canola (Brassica napus L.) straw: Variations in the combustion related properties
Auteurs: Chico-Santamarta, Leticia & Godwin, Richard John & Chaney, Keith & White, David Richard ... (2013)
Source: Repec
Banque
2013
Stress-testing banks’ corporate credit portfolio
Auteurs: O. de Bandt & N. Dumontaux & V. Martin & D. Médée (2013)
Source: Repec
Prudentiel
2013
Stress testing credit risk portfolios
Auteurs: Jacobs Jr, Michael (2013)
Source: Repec
Banque
2013
Measuring capital adequacy supervisory stress tests in a Basel world
Auteurs: Wall, Larry D. (2013)
Source: Repec
Prudentiel
2013
Setting countercyclical capital buffers based on early warning models: would it work?
Auteurs: Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem (2013)
Source: Repec
Prudentiel
2013
Community relations and mining: Core to business but not “core businessâ€
Auteurs: Kemp, Deanna & Owen, John R. (2013)
Source: Repec
Banque
2013
Financial services regulation in the wake of the crisis: The Capital Requirements Directive IV and the Capital Requirements Regu
Auteurs: Casselmann, Farina (2013)
Source: Repec
Banque