Global Research & Analytics

Global Research & Analytics

Global Research Analytics Booklet “Risk & modelling” – Third Edition

News and views
15 July 2019

After seven years of existence, the GRA team continues to explore the issues of risk quantification. This third booklet still demonstrates the perseverance of the GRA work and reflects ...

Global Research & Analytics

Global Research Analytics Booklet “Risk & modelling” – Third Edition

News and views
15 July 2019

After seven years of existence, the GRA team continues to explore the issues of risk quantification. This third booklet still demonstrates the perseverance of the GRA work and reflects ...

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...