14 March 2019
Published by B. Genest
Article Global Research & Analytics - Fundamental Review of the Trading Book: Impacts & Market Perspectives - 14 March 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 ...
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.