Ciudad BBVA
Ciudad BBVA. Ed. Oceania. 2º Planta
Madrid, Madrid 28050
Spain
Grupo Banco Bilbao Vizcaya Argentaria (BBVA)
CDS, Credit Indices, Credit Hedge, Basis Risk
Credit Spread Curve, Asset Pricing, Hierarchical Regression, Quantile Regression
Credit Risk, Systemic Risk, Sectorial Risk, Idiosyncratic Risk, Asset Allocation
Forward Asset Correlation, Economic Capital, Asset Allocation, Systemic Risk
Credit Risk, Systemic Risk, Sectorial Risk, Risk Factors, Stress Tests, Factor Models
Market Risk, CDS, Credit Indices, Credit Hedge, CVA