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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| How Sovereign Is Sovereign Credit Risk? | Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton - UCLA Anderson School and NBER, MIT Sloan School and NBER, NYU Stern School CEPR, and NBER, Stanford Graduate School of Business and NBER | Cost and Risk | 2008 |
| An Analysis of Exchange Rate Risk Exposure Related to the Public Debt Portfolio of Tunisia: Beyond VaR Approach | Samia Omrane - Faculté des Sciences Economiques et de Gestion de Sfax, Université de Sfax, Tunisia | Cost and Risk | 2011 |
| The SNDO´s Simulation Model for Government Debt Analysis | Pål Bergström, Anders Holmlund, Sara Lindberg - Swedish National Debt Office, Swedish National Debt Office, Swedish National Debt Office | Cost and Risk | 2002 |
| An analytical approximation of relative Cost-at-Risk | Anders Holmlund | Cost and Risk | 2004 |
| Draft Technical Standards for the Regulation on OTC Derivatives, CCPs and Trade Repositories | Markets Authority (ESMA) European Securities and | Cost and Risk | 2012 |
| Sovereign Risk: A Reappraisal | Didier Maillard - Conservatoire National des Arts et Métiers | Cost and Risk | 2013 |
| The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets | on the Global Financial System Study Group established by the Committee - Bank for International Settlements | Cost and Risk | 2011 |
| Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk | Xin Zhang, Bernd Schwaab, André Lucas - VU University Amsterdam & Tinbergen Institute, European Central Bank, Duisenberg School of Finance | Cost and Risk | 2011 |
| Liquidity stress testing: a survey of theory, empirics and current industry and supervisory practices | Iman van Lelyveld, Stefan W Schmitz, Gregory Nguyen, Solange Guerra - Chairman of the RTF Workgroup on Liquidity Stress Testing, Austria, Belgium, Brazil | Cost and Risk | 2013 |
| A Macroeconomic Framework for Quantifying Systemic Risk | Zhiguo He, Arvind Krishnamurthy - University of Chicago, Northwestern University | Cost and Risk | 2014 |
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