Evaluation of market risk associated with hedging a credit derivative portfolio

von Chamizo, Álvaro
Veröffentlicht in The quarterly review of economics and finance (2021)

Looking through systemic credit risk : determinants, stress testing and market value

von Chamizo, Álvaro
Veröffentlicht in Journal of international financial markets, institutions & money (2020)

Forward-looking asset correlations in the estimation of economic capital

von Chamizo, Álvaro
Veröffentlicht in Journal of international financial markets, institutions & money (2019)