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Systematic multi-period stress scenarios with an application to CCP risk management

De Genaro, Alan, Mercados Organizados, Cetip S.A.
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Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2015.12.011
Date:
January, 2016
File:
PDF, 1.40 MB
english, 2016
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