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Créé le

13.12.2012

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Mis à jour le

21.12.2012

  • BCBS, Basel III: A global regulatory framework for more resilient banks and banking systems
  • I. German & J. Gregory, Closing out DVA
  • J. Mc Carroll & G. Ram Khatri, Credit risk in fair reporting
  • J.Clarke, Counterparty credit risk & CVA
  • C. Blanco & M. Pierce, Credit valuation adjustment for energy and commodity derivatives
  • J. Gregory, CVA Capital Charges : A comparative analysis
  • Global Association of Risk Professionnals, A guide to Modelling Counterparty Credit Risk
  • BCBS, Strengthening the resilience of the banking sector
  • E. Picoult, PRMIA Credit Risk Forum

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Revue Banque Nº755