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XVA analysis from the balance sheet
Albanese, Claudio
;
Crépey, Stéphane
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Hoskinson, Rodney
; …
- In:
Quantitative finance
21
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2021
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1
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pp. 99-123
Persistent link: https://www.econbiz.de/10012424637
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Quantitative reverse stress testing, bottom up
Albanese, Claudio
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Crépey, Stéphane
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Iabichino, Stefano
- In:
Quantitative finance
23
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2023
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5
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pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
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