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- Published / Preprint: 01Oct/Report on the regulatory consistency of risk-weighted assets for counterparty credit risk issued by the Basel Committee
- Blog Post: TheAlephBlog: Book Review: The Art of Execution
- Published / Preprint: Dynamics of multivariate default system in random environment. (arXiv:1509.09133v1 [q-fin.RM])
- Vendor News: September 30, 2015 - More than half of large insurers to increase use of cloud and co-sourcing services over next five years finds SS&C survey
- Published / Preprint: 30Sep/Basel III implementation assessment of the Kingdom of Saudi Arabia published by Basel Committee
| Posted: 01 Oct 2015 02:07 AM PDT Press release about the report on the regulatory consistency of risk-weighted assets for counterparty credit risk issued by the Basel Committee, October 2015 Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Book Review: The Art of Execution Posted: 01 Oct 2015 01:56 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2015 05:38 PM PDT We consider a multivariate default system where random environmental information is available. We study the dynamics of the system in a general setting and adopt the point of view of change of probability measures. We also make a link with the density approach in the credit risk modelling. In the particular case where no environmental information is concerned, we pay a special attention to the... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Sep 2015 07:27 AM PDT    |
| Posted: 30 Sep 2015 02:05 AM PDT Press release about Basel III implementation assessments of Saudi Arabia by the Basel Committee (30 September 2015) Visit MoneyScience for the Complete Article.    |
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