Approfondimenti - Rischio di credito
More Technical papers/Regulation articles
Der Neueste Stand - Hybrid-Risiko
Considering correlation as the major driving factor for portfolio risk, Farshad Mashayekhi and Joy Wang present a methodology for the estimation of correlation among retail exposures based on histor...
Der Neueste Stand: Kreditrisiko
Approfondimenti - Gestione degli investimenti
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.