Credit Risk Research - MoneyScience

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Credit Risk Research

MoneyScience

Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending (Visit resource)

MoneyScience 169 days ago

MoneyScience

Credit Ratings Across Asset Classes: A ≡ A? (Visit resource)

MoneyScience 267 days ago

Global Valuation Limited

Optimal Funding Strategies for Counterparty Credit Risk Liabilities (pdf) (Visit resource)

Global Valuation Limited 280 days ago

MoneyScience

Counterparty Credit Risk Management in the US OTC Derivatives Markets (pdf, August 2011) (Visit resource)

MoneyScience 292 days ago

MoneyScience

A Historical Primer on the Business of Credit Ratings (pdf) (Visit resource)

MoneyScience 305 days ago

Claudio Albanese

Optimal Funding Strategies for Counterparty Credit Risk Liabilities (pdf) (Visit resource)

Claudio Albanese 335 days ago

Claudio Albanese

Coherent Global Market Simulations for Counterparty Credit Risk (pdf) (Visit resource)

Claudio Albanese 335 days ago

MoneyScience

Credit Risk, Market Sentiment and Randomly-Timed Default (Visit resource)

MoneyScience 394 days ago

MoneyScience

The Pricing of Investment Grade Credit Risk during the Financial Crisis (pdf) (Visit resource)

MoneyScience 396 days ago

MoneyScience

On Default Correlation: A Copula Function Approach (Visit resource)

MoneyScience 397 days ago

MoneyScience

Credit Derivatives, Corporate News, and Credit Ratings (Visit resource)

MoneyScience 404 days ago

Link Library

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