Mourad Berrahoui
- Counterparty Trading Limits Revisited:CSAs, IM, SwapAgent(r), from PFE\n to PFL
2017/10/09 by Chris Kenyon, Kenyon, Chris, Mourad Berrahoui +3 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · #91B30 #91G30 #91G40 #91G80 #97M30 #Credit Risk and Financial Regulations #FOS: Economics and business #Financial Markets and Investment Strategies #G.3 #I.6.0 #J.4 #Risk Management (q-fin.RM) #Securities Regulation and Market Practices #Stochastic processes and financial applications