Bibliography and Papers

cape ratio.pdf

264772.html.pdf

Bloomberg factor model.pdf

FAQs on TLTRO III operationsUpdated questions and answers on some more technical aspects of the TLTRO

viewpoint-etf-primary-trading-role-of-authorized-participants-march-2017.pdf

At the crossroads in the transition away from LIBOR - from overnight to term ratesThis note evaluates ways of how new loans can be based on risk-free overnight (O/N) rates, the chosen successors to LIBOR (e.g. SOFR in the US). So far, O/N rates have not been widely adopted in the loan market, as this market is used to know the term rate at the beginning of an interest period. The loan market would prefer to replace LIBOR with another forward-looking term rate, i.e. a term rate that is known at the beginning and reflects expectation. However, these term rates currently do not exist and have several disadvantages.

repo Iason.pdf

repo iason Castagna.pdf

An Explanatory Note on the Basel II IRB Risk Weight FunctionsAn Explanatory Note on the Basel II IRB Risk Weight Functions

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