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An econometric analysis of the determinants of CVA spreads
Soumaré, Issouf - In: The journal of fixed income 28 (2018) 2, pp. 16-30
Persistent link: https://www.econbiz.de/10011963858
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ECONOMIC CAPITAL FOR BOND INSURERS
Grégoire, Luc; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 19 (2010) 3, pp. 47-66
Persistent link: https://www.econbiz.de/10008353415
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An analysis of portfolios of insured debts
Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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Economic capital for bond insurers
Grégoire, Luc; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 19 (2009/10) 3, pp. 47-65
Persistent link: https://www.econbiz.de/10003940855
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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