Central Banking | 01 Aug 2014
Commonly used Gaussian copula-based approach does not properly capture the residual risk to central bank balance sheets posed by correlated defaults
Central Banking | 30 Jul 2014
Central Banking | 28 Jul 2014
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This report covers the specific technologies required for firms to improve their ORM processes.
The global financial crisis has created much excitement over counterparty credit risk (CCR) and, in recognition of this, banks have been improving their practices around CCR.