Global Research & Analytics

Global Research & Analytics

Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties

News and views
12 June 2019

This article focuses on the revised standardised methodology (SA-CCR) introduced by the regulator to compute the Exposure of derivatives for Counterparty Credit Risk management.

Global Research & Analytics

1st White Paper of 2019 by Global Research Analytics (GRA)

News and views
27 May 2019

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

Global Research & Analytics

Cat bonds & Artificial Neural Networks, our tribune published on Risk.net

News and views
10 September 2018

Mikaël Benizri, Actuary, supported by Ziad Fares, R&D, published this white paper with a view to present a mathematic model assisting in the pricing of insurance risk transfer products...

Data, Tech & Cyber Security

Vidéo : “Et si demain : L’accès aux données freinait le développement de l’IA ?”

News and views
23 April 2018

Chappuis Halder & Co. interviews its partners... Here, I wonder how likely the open data scenario really is.

Global Research & Analytics

Video : “Global Research Analytics explained”

News and views
23 March 2017

This new CH&Co. discussion series focuses on Global Research & Analytics.