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Counterparty Credit RISK | Evolution of standardised approach

4 years ago • 190 Views

Stochastic modelling of the loss given default (LGD) for non-defaulted assets

5 years ago • 954 Views

Back-testing of Expected Shortfall : Main challenges and methodologies

5 years ago • 54 Views

Basel II IRB Risk Weight Functions

5 years ago • 727 Views

GRA Pricer - 2013 - Valuation & Pricing Solutions

5 years ago • 105 Views

CVA Capital Charge under Basel III standardized approach

5 years ago • 163 Views

Collateral Optimization – Liquidity & Funding Value Adjustments, Best Practices

5 years ago • 134 Views

Value-at-Risk in Turbulence Time

5 years ago • 57 Views

Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios

5 years ago • 54 Views

Dynamic Stress Test Diffusion Model Considering The Credit Score Performance

5 years ago • 46 Views

Risk management in exotic derivatives trading

5 years ago • 56 Views

The Interest Rate Risk on the Banking Book

5 years ago • 119 Views

RWA Density | What Lies Behind This Underrated Financial Ratio

5 years ago • 171 Views

Cat bonds & Artificial Neural Networks | An example of reinsurance products’ pricing using machine learning methods

5 years ago • 50 Views

SMA | Comments on BCBS (June 2016) consultation (Standardized Measurement Approach for calculations of Op Risk Capital)

5 years ago • 24 Views

Modelling: What’s next for Financial Services in Europe?

5 years ago • 32 Views

GRA Booklet First Edition - 2013 2014

5 years ago • 33 Views