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pro vyhledávání: '"Kenyon, Chris"'
Alignment of financial market incentives and carbon emissions disincentives is key to limiting global warming. Regulators and standards bodies have made a start by requiring some carbon-related disclosures and proposing others. Here we go further and
Externí odkaz:
http://arxiv.org/abs/2202.07689
Autor:
De Vos, Elise, Van Gestel, Liesbeth, Brosius, Isabel, Kenyon, Chris, Vuylsteke, Bea, De Baetselier, Irith, Mariën, Joachim, Bangwen, Eugene, Couvreur, Simon, Lecompte, Amaryl, Van Beckhoven, Dominique, Hoorelbeke, Bart, Verstrepen, Babs E., Zaeck, Luca M., de Vries, Rory D., Geurts van Kessel, Corine H., Hens, Niel, Ariën, Kevin K., Vercauteren, Koen, Van Esbroek, Marjan, Van Dijck, Christophe, Liesenborghs, Laurens
Publikováno v:
In International Journal of Infectious Diseases September 2024 146
Sustainability is a key point for financial markets and the label "Green" is an attempt to address this. Acquisition of the label "Green" for financial products carries potential benefits, hence the controversy and attractiveness of the label. Howeve
Externí odkaz:
http://arxiv.org/abs/2112.04181
Autor:
Vanbaelen, Thibaut *, Tsoumanis, Achilleas, Florence, Eric, Van Dijck, Christophe, Huis in 't Veld, Diana, Sauvage, Anne-Sophie, Herssens, Natacha, De Baetselier, Irith, Rotsaert, Anke, Verhoeven, Veronique, Henrard, Sophie, Van Herrewege, Yven, Van den Bossche, Dorien, Goffard, Jean-Christophe, Padalko, Elizaveta, Reyniers, Thijs, Vuylsteke, Bea, Hayette, Marie-Pierre, Libois, Agnes, Kenyon, Chris
Publikováno v:
In The Lancet HIV April 2024 11(4):e233-e244
Autor:
Kenyon, Chris, Berrahoui, Mourad
We introduce Climate Change Valuation Adjustment (CCVA) to capture climate change impacts on CVA+FVA that are currently invisible assuming typical market practice. To discuss such impacts on CVA+FVA from changes to instantaneous hazard rates we intro
Externí odkaz:
http://arxiv.org/abs/2102.10691
Autor:
Kenyon, Chris
Crises challenge client XVA management when continuous collateralization is not possible because a derivative locks in the client credit level and the provider's funding level, on the trade date, for the life of the trade. We price XVA reduction stra
Externí odkaz:
http://arxiv.org/abs/2009.12901
General wrong way risk (WWR) estimation is necessary for regulatory CVA capital and useful for pricing CVA and FVA. We introduce a model independent method for calculating WWR and update the definition of WWR to deal with the lack of replication inst
Externí odkaz:
http://arxiv.org/abs/2003.03403
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