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CVA the wrong way
Rosen, Dan; Saunders, David M. - In: Journal of risk management in financial institutions 5 (2011/12) 3, pp. 252-272
Persistent link: https://www.econbiz.de/10009565851
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CVA the wrong way
Rosen, Dan; Saunders, David - In: Journal of risk management in financial institutions 5 (2011/12) 3, pp. 252-272
Persistent link: https://www.econbiz.de/10010004679
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Regress under stress : a simple least-squares method for integrating economic scenarios with risk simulations
Rosen, Dan; Sounders, David - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10011663120
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Wrong-way risk bounds in counterparty credit risk management
Memartoluie, Amir; Saunders, David M.; Wirjanto, Tony S. - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10011670666