article

Vivien Brunel and Stéphane Crépey and Monique Jeanblanc


Finance Group (2016) : Expected Credit Loss vs Credit Value Adjustment: a comparative Analysis




Expected Credit Loss vs Credit Value Adjustment: a comparative Analysis

Vivien Brunel and Stéphane Crépey and Monique Jeanblanc




article

Bankers Markets Investors

To cite this publication :


Vivien Brunel, Stéphane Crépey, Monique Jeanblanc: Expected Credit Loss vs Credit Value Adjustment: a comparative Analysis. Dans: Bankers Markets Investors, (141), p. 6-18, 2016.





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