SimudyneinSimudyneContagion RiskTraditional measures of both counterparty credit risk and liquidity risk fail to account for the fact that banks are tangled in complex…Feb 7, 2018Feb 7, 2018
SimudyneinSimudyneIFRS 9Changes in accounting standards tend to be pretty dull, but this one is seismic. IFRS 9 introduces a new era for expected loss…Feb 7, 2018Feb 7, 2018
SimudyneinSimudyneXVA CalculationX-Valuation Adjustment is a catch-all term for various adjustments made to derivative instruments. These kinds of calculations are…Feb 7, 2018Feb 7, 2018