Giacomo Pietronero

Global Valuation Ltd

9 Devonshire Square

London, EC2M 4YF

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

502

CITATIONS
Rank 27,037

SSRN RANKINGS

Top 27,037

in Total Papers Citations

9

Scholarly Papers (2)

1.

Optimal Funding Strategies for Counterparty Credit Risk Liabilities

Number of pages: 13 Posted: 18 May 2011
Claudio Albanese, Giacomo Pietronero and Steve White
Global Valuation, Global Valuation Ltd and affiliation not provided to SSRN
Downloads 272 (79,387)
Citation 5

Abstract:

Dodd-Frank, Basel III, margin lending, CVA, securitization, counterparty credit risk

2.

Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk

Number of pages: 27 Posted: 18 May 2011
Claudio Albanese and Giacomo Pietronero
Global Valuation and Global Valuation Ltd
Downloads 157 (118,053)
Citation 4

Abstract:

counterparty credit risk, cva, global market simulations, swaps