Technical paper/JP Morgan
Risk management for whales
Rama Cont and Lakshithe Wagalath introduce a liquidation-adjusted VAR
Pay attention to interest
Masterclass – with JP Morgan
Linear, yet attractive, Contour
Banks’ Potential Future Exposure models are at the core of the advanced EAD (Exposure At Default) approach to capital requirements for credit risk considered in the New Basel Capital Accord. Juan Cárdenas, Emmanuel Fruchard and Jean-François Picron look…
IRB approach explained
At the end of this month, the consultation period for the new Basel Accord on bank capital will end. We have prepared a technical section this month devoted to various issues surrounding Basel II. In the first paper, Tom Wilde sheds light on the…
Calculating with counterparties
Masterclass – with JP Morgan
Modelling credit migration
Masterclass – with JP Morgan
The price of credit
Masterclass – with JP Morgan
Optional events and jumps
Masterclass – with JP Morgan
Swaptions with a smile
Masterclass – with JP Morgan
Wrong-way exposure
Masterclass – with JP Morgan