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Wind-down of bank trading books
operational aspects and hidden costs -
Wind-down of bank trading books
operational aspects and hidden costs -
Précisions importantes sur le backtesting comparatif de la VaR
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Asymmetric semi-volatility spillover in a nonlinear model of interacting markets
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The effectiveness of Value-at-Risk models in various volatility regimes
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Evaluating market risk from leveraged derivative exposures