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FinMark2020
Home
Overview
Calendar
Theory
Programming Tools
Python Lectures Material
Bibliography and Papers
Project Assignments
Contacts
More
Home
Overview
Calendar
Theory
Programming Tools
Python Lectures Material
Bibliography and Papers
Project Assignments
Contacts
Bibliography and Papers
cape ratio.pdf
264772.html.pdf
Bloomberg factor model.pdf
FAQs on TLTRO III operations
Updated 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 rates
This 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 Functions
An Explanatory Note on the Basel II IRB Risk Weight Functions
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