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person:"Saurina, Jesús"
subject:"Kreditgeschäft"
~person:"Breton, Michèle"
~subject:"Kreditrisiko"
~type_genre:"Aufsatz in Zeitschrift"
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Saurina, Jesús
Breton, Michèle
Arora, Anju
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7
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5
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The journal of credit risk : published quarterly by Incisive Media
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1
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
4
Mitigating the pro-cyclicality of Basel II
Repullo, Rafael
;
Saurina, Jesús
;
Trucharte, Carlos
- In:
Economic policy : a European forum
64
(
2010
),
pp. 659-702
Persistent link: https://www.econbiz.de/10008798185
Saved in:
5
Collateral, type of lender and relationship banking as determinants of credit risk
Jiménez, Gabriel
;
Saurina, Jesús
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2191-2212
Persistent link: https://www.econbiz.de/10002153138
Saved in:
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