Global Research Analytics Booklet "Risk & modelling" - Third Edition

Global Research & Analytics

Global Research Analytics Booklet "Risk & modelling" - Third Edition

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 the numerous questions the team faces daily.

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Article Global Research & Analytics - Global Research Analytics Booklet “Risk & modelling” – Third Edition - 15 July 2019

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In this article : Risk Modelling GRA

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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

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12 June 2019
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.

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