[PDF][PDF] Measuring and marking counterparty risk

E Canabarro, D Duffie - Asset/Liability Management for Financial …, 2003 - academia.edu
The volume of outstanding OTC derivatives has grown exponentially over the past 15 years.
Market surveys conducted by the International Swaps and Derivatives Association (ISDA) …

Analyzing Insurance‐Linked Securities

E Canabarro, M Finkemeier, RR Anderson… - The Journal of Risk …, 2000 - emerald.com
Insurance‐linked securities can benefit both issuers and investors; they supply insurance
and reinsurance companies with additional risk capital at reasonable prices (with little or no …

Counterparty credit risk: Measurement, pricing and hedging

E Canabarro - (No Title), 2009 - cir.nii.ac.jp
This book is a collection of analyses of methods and practices used to manage OTC derivative
counterparty risk and their performance during the 2007-8 financial crisis. It covers the …

Stress test design

E Canabarro - Journal of Risk Management in Financial …, 2014 - ingentaconnect.com
This paper offers thoughts and ideas on the implementation of a company-specific stress test
programme and focuses on the design of the stress test scenarios. In particular, it discusses …

Prostituição, recorte histórico em Chapecó

EF Canabarro - 2019 - rd.uffs.edu.br
A prostituição teve vários nomes ao longo dos tempos. E as mulheres que trabalhavam
nesta profissão eram chamadas de inúmeros adjetivos. Não há como datar quando inicia a …

Estudo e avaliação de técnicas de redução de consumo em circuitos lógicos

EAA Canabarro - 2011 - lume.ufrgs.br
O presente trabalho busca investigar técnicas de redução de consumo em circuitos lógicos,
abordando tanto circuitos combinacionais quanto sequenciais. No estudo dirigido a …

Model Risk Management in Stress Testing and Capital Planning

E Canabarro - Handbook of Financial Stress Testing, 2022 - cambridge.org
Since 2009, stress testing and capital planning have been at the center front of the assessment
of the capital adequacy of financial institutions in the United States. In the DoddFrank Act …

Tobias Adrian

…, RB Berner, A Bousquet, A Brazier, E Canabarro… - cambridge.org
Eduardo Canabarro

[BOOK][B] Extended yield-curve-based interest rate contigent claim pricing models

EAD Canabarro - 1993 - search.proquest.com
INFORMATION TO USERS Page 1 INFORMATION TO USERS This manuscript has been
reproduced from the microfilm master. UMI films the text directly from the original or copy …

[CITATION][C] Wher do One-Factor Interest Rate Models Fail?

E Canabarro - The Journal of Fixed Income, 1995 - Institutional Investor Journals …