2019

1. Forward-looking asset correlations in the estimation of economic capital

   Documentos de Trabajo (ICAE)

2. Looking through systemic credit risk: determinants, stress testing and market value

   Documentos de Trabajo (ICAE)

3. Market risk when hedging a global credit portfolio

   Documentos de Trabajo (ICAE)

4. Splitting credit risk into systemic, sectorial and idiosyncratic components

   Documentos de Trabajo (ICAE)