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An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit

Amdouni, Walid; Soumaré, Issouf - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 353-369

Persistent link: https://www.econbiz.de/10011346969

Banks' capital buffer, risk and performance in the Canadian banking system : impact of business cycles and regulatory changes

Guidara, Alaa; Lai, Van Son; Soumaré, Issouf; Tchana … - In: Journal of banking & finance 37 (2013) 9, pp. 3373-3387

Persistent link: https://www.econbiz.de/10010126420

Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount

Gargouri, Ayoub - 2019

This paper extends extant valuation models of interest rate swaps (IRS) with counterparty credit risk by accounting for wrong-way risk and OIS discounting. The proposed model extends Brigo and Pallavicini's (2007) and Ruiz et al.'s (2013) models, by capturing wrong-way risk in the CVA...

Persistent link: https://www.econbiz.de/10012902997

Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting

Gargouri, Ayoub; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 26 (2017) 3, pp. 63-80

Persistent link: https://www.econbiz.de/10011684745

The effect of loan approval decentralization on microfinance institutions' outreach and loan portfolio quality

Tchakoute Tchuigoua, Hubert; Soumaré, Issouf - In: Journal of business research : JBR 94 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10011947279

Capital, risk and profitability of WAEMU banks : does bank ownership matter?

Kanga, Désiré; Murinde, Victor; Soumaré, Issouf - In: Journal of banking & finance 114 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012489148