Search Results - Carver, Laurie

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  1. 1
    Back-test pain

    Back-test pain by Carver, Laurie

    Published in Risk (London. 1987)
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  2. 2
    Expected shortfall a tall order

    Expected shortfall a tall order by Carver, Laurie

    Published in Risk (London. 1987)
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  3. 3
    Proposals on proposals

    Proposals on proposals by Carver, Laurie

    Published in Risk (London. 1987)
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  4. 4
    Banks ask Basel Committee to delay trading book impact studies

    Banks ask Basel Committee to delay trading book impact studies by Carver, Laurie

    Published in Risk (London. 1987)
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  5. 5
    Living la vida local

    Living la vida local by Carver, Laurie

    Published in Risk (London. 1987)
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  6. 6
    Another FVA?

    Another FVA? by Carver, Laurie

    Published in Risk (London. 1987)
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  7. 7
    Fixing FVA

    Fixing FVA by Carver, Laurie

    Published in Risk (London. 1987)
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  8. 8
    Fixing SABR

    Fixing SABR by Carver, Laurie

    Published in Risk (London. 1987)
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  9. 9
    The pricing impasse

    The pricing impasse by Carver, Laurie

    Published in Risk (London. 1987)
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  10. 10
    Capital or P&L?

    Capital or P&L? by Carver, Laurie

    Published in Risk (London. 1987)
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  11. 11
    If the cap doesn't fit

    If the cap doesn't fit by Carver, Laurie

    Published in Risk (London. 1987)
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  12. 12
    Systematic systematic factor models

    Systematic systematic factor models by Carver, Laurie

    Published in Risk (London. 1987)
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  13. 13
    Basel drops fixed correlations in new trading book proposals

    Basel drops fixed correlations in new trading book proposals by Carver, Laurie

    Published in Risk (London. 1987)
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  14. 14
    Banks at risk of FVA arbitrage, say Hull and White; traders disagree

    Banks at risk of FVA arbitrage, say Hull and White; traders disagree by Carver, Laurie

    Published in Risk (London. 1987)
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  15. 15
    Pricing the CVA doom loop

    Pricing the CVA doom loop by Carver, Laurie

    Published in Risk (London. 1987)
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  16. 16
    Deutsche Bank loses euro94 million on CVA mismatch

    Deutsche Bank loses euro94 million on CVA mismatch by Carver, Laurie

    Published in Risk (London. 1987)
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  17. 17
    The CCP price

    The CCP price by Carver, Laurie

    Published in Risk (London. 1987)
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  18. 18
    Grand centralisation

    Grand centralisation by Carver, Laurie

    Published in Risk (London. 1987)
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  19. 19
    Sifi risk

    Sifi risk by Carver, Laurie

    Published in Risk (London. 1987)
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  20. 20
    Accuracy or speed?

    Accuracy or speed? by Carver, Laurie

    Published in Risk (London. 1987)
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