Álvaro
Chamizo
Álvaro Chamizo-rekin lankidetzan egindako argitalpenak (4)
2019
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Forward-looking asset correlations in the estimation of economic capital
Documentos de Trabajo (ICAE)
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Looking through systemic credit risk: determinants, stress testing and market value
Documentos de Trabajo (ICAE)
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Market risk when hedging a global credit portfolio
Documentos de Trabajo (ICAE)
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Splitting credit risk into systemic, sectorial and idiosyncratic components
Documentos de Trabajo (ICAE)