结果：找到“Credit exposure”相关内容13个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
基础课信用风险Credit Risk Management ：19个部分全面讲解Default and Recovery Rate0 个回复 - 275 次查看 基础课信用风险Credit Risk Management ：19个部分全面讲解(.wmv),全部资料大小37.8GB+ Section 3 Introduction of Credit Risk Section 2 The Credit Analyst Section 19 Risk Mitigation Techniques Se ...2023-4-10 07:59 - Mama-2022 - 现金交易版
【独家发布】Modern Derivatives Pricing and Credit Exposure Analysis
3 个回复 - 1977 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
3 个回复 - 1977 次查看 Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting Author(s): Roland Lichters, Roland Stamm, Donal Gall ...2019-12-16 12:13 - hhasoka - 教育经济学
求助“Bank–insurer–firm tripartite interconnectedness of credit risk exposures
2 个回复 - 547 次查看 【作者(必填)】Masayasu Kanno 【文题(必填)】Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network 【年份(必填)】2018 【全文链接或数据库名称(选 ...2018-11-8 21:20 - keeamin - 求助成功区
2 个回复 - 547 次查看 【作者(必填)】Masayasu Kanno 【文题(必填)】Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network 【年份(必填)】2018 【全文链接或数据库名称(选 ...2018-11-8 21:20 - keeamin - 求助成功区
Counterparty Credit Exposure and CVA (Hot topic in ibank!)
4 个回复 - 3397 次查看 Credit value adjustment (CVA) is the difference between the risk-free portfolio value and the true portfolio value that takes into account the possibility of a counterparty’s default. In other words, ...2014-5-2 21:07 - chau0825 - 金融工程（数量金融）与金融衍生品
4 个回复 - 3397 次查看 Credit value adjustment (CVA) is the difference between the risk-free portfolio value and the true portfolio value that takes into account the possibility of a counterparty’s default. In other words, ...2014-5-2 21:07 - chau0825 - 金融工程（数量金融）与金融衍生品
【免费好书】Modelling, Pricing, and Hedging Counterparty Credit Exposure
45 个回复 - 11523 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) Springer | 2010-02-01 | ISBN: 3642044530 | 271 pages | PDF | 3.9 MB 内容介绍【详细目录在回帖中】 ...2009-12-10 13:51 - zhangining - 金融学（理论版）
45 个回复 - 11523 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) Springer | 2010-02-01 | ISBN: 3642044530 | 271 pages | PDF | 3.9 MB 内容介绍【详细目录在回帖中】 ...2009-12-10 13:51 - zhangining - 金融学（理论版）
frm credit exposure（信用风险暴露） long options short options swap forwards 的
0 个回复 - 1295 次查看 handbook 第8版，credit exposre 里面提到，long options 会增加credit exposre swaps or forwards 也会增加。而short options 却不会，请教一下是为什么？2014-4-26 14:38 - xzw8675366 - 爱问频道
0 个回复 - 1295 次查看 handbook 第8版，credit exposre 里面提到，long options 会增加credit exposre swaps or forwards 也会增加。而short options 却不会，请教一下是为什么？2014-4-26 14:38 - xzw8675366 - 爱问频道
modeling, pricing and hedging counterparty credit exposure
2 个回复 - 1237 次查看 authors: Giovanni Cesari is Managing Director at UBS. He has more than 10 years’ ex- perience in modelling and pricing counterparty credit exposure. Before moving to finance, Giovanni worked ...2013-11-24 23:24 - winslow - 金融工程（数量金融）与金融衍生品
2 个回复 - 1237 次查看 authors: Giovanni Cesari is Managing Director at UBS. He has more than 10 years’ ex- perience in modelling and pricing counterparty credit exposure. Before moving to finance, Giovanni worked ...2013-11-24 23:24 - winslow - 金融工程（数量金融）与金融衍生品
Modelling, Pricing, and Hedging Counterparty Credit Exposure
2 个回复 - 1443 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda, English | 2010 | ISBN: ...2013-5-8 11:54 - koalachen2013 - 金融学（理论版）
2 个回复 - 1443 次查看 Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda, English | 2010 | ISBN: ...2013-5-8 11:54 - koalachen2013 - 金融学（理论版）
请教一道SWAP的credit exposure的题目
9 个回复 - 3621 次查看 在HANDBOOK 6TH page 539 example 22.11: which of the following 10-year swaps has the highest potential credit exposure? a A cross-currency swap after 2 years b A cross-currency swap after 9 year ...2011-11-11 00:05 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛
9 个回复 - 3621 次查看 在HANDBOOK 6TH page 539 example 22.11: which of the following 10-year swaps has the highest potential credit exposure? a A cross-currency swap after 2 years b A cross-currency swap after 9 year ...2011-11-11 00:05 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛
A Market Based Macro Stress Test for the Corporate Credit Exposures of UK Banks
2 个回复 - 1626 次查看 This paper presents a stress test for corporate exposures of UK banks. The default process is modelled via a Merton model and several macroeconomic as well market factors are identified as systemati ...2010-1-2 11:17 - bot2007 - 金融学（理论版）
2 个回复 - 1626 次查看 This paper presents a stress test for corporate exposures of UK banks. The default process is modelled via a Merton model and several macroeconomic as well market factors are identified as systemati ...2010-1-2 11:17 - bot2007 - 金融学（理论版）
[求文献]Modelling counterparty credit exposure for credit default swaps
7 个回复 - 1890 次查看 题名：Modelling counterparty credit exposure for credit default swaps 作者：Christian Hille, John Ring and Hideki Shimamoto 期刊全称或缩写：Risk magazine 年份，卷（期），起止页码： 01 May 2005 ...2010-5-17 02:23 - summerye - 求助成功区
7 个回复 - 1890 次查看 题名：Modelling counterparty credit exposure for credit default swaps 作者：Christian Hille, John Ring and Hideki Shimamoto 期刊全称或缩写：Risk magazine 年份，卷（期），起止页码： 01 May 2005 ...2010-5-17 02:23 - summerye - 求助成功区
