12 June 2019
Published by B. Genest
Article Global Research & Analytics - Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties - 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.
“Stochastic modelling of the loss given default (LGD) for non-defaulted assets”
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...
Chappuis Halder & Co. interviews its partners... Here, I wonder how likely the open data scenario really is.
This new CH&Co. discussion series focuses on Global Research & Analytics.