Date Titre  
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
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
2014
Measuring capital adequacy: supervisory stress-tests in a Basel world
Auteurs: Wall, Larry (2014)
Source: Repec
Prudentiel
2014
KVA: Capital Valuation Adjustment
Auteurs: Andrew Green & Chris Kenyon (2014)
Source: Repec
Prudentiel
2014
Basel Iii Impact On Romanian Banking System Performance
Auteurs: Mariana G. Nedelcu (Bunea) (2014)
Source: Repec
Prudentiel
2014
The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
Auteurs: Hunzinger, Chadd B. & Labuschagne, Coenraad C.A. (2014)
Source: Repec
Banque
2014
The Conservatives since 1945: The Drivers of Party Change by Tim Bale . Oxford : Oxford University Press , 2012 . 372pp., £55
Auteurs: Richard Hayton (2014)
Source: Repec
Banque
2014
Stress testing at the Magyar Nemzeti Bank
Auteurs: àdà¡m Banai & Zsuzsanna Hosszຠ& Gyà¶ngyi Kà¶rmendi & Sà¡ndor Sà³và¡g?... (2014)
Source: Repec
Banque
2014
Discretion and accountability: An economic analysis of the ESMA judgment and the Meroni doctrine
Auteurs: Phedon Nicolaides & Nadir Preziosi (2014)
Source: Repec
Marchés financiers
2014
Improving Loan Portfolio Optimization by Importance Sampling Techniques: Evidence on Italian Banking Books
Auteurs: Annalisa Di Clemente (2014)
Source: Repec
Banque
2014
CRR/CRD IV: the trees and the forest
Auteurs: Rainer Masera (2014)
Source: Repec
Prudentiel
2014
Basel III, Clubs and Eurozone Asymmetries
Auteurs: Michele Fratianni & John Pattison (2014)
Source: Repec
Prudentiel