• 27/01/2014

    Value-at-Risk in Turbulence Time (Février 2014) by Benoît GENEST & Zhili CAO

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  • 23/08/2013

    Collateral Optimization – Liquidity & Funding Value Adjustments, Best Practices (Août 2013) by David REGO & Hélène FREON

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  • 16/04/2013

    CVA Capital Charge under Basel III standardized approach (Avril 2013) by Benoît GENEST & Ziad FARES

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  • 19/03/2013

    GRA Pricer - 2013 - Valuation & Pricing Solutions by David REGO supported by Benoît GENEST and Ziad FARES

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  • 20/02/2013

    Basel II IRB Risk Weight Functions (Février 2013) by Benoît GENEST & Léonard BRIE

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