Malet Street
London, London WC1
United Kingdom
Birkbeck, University of London
SSRN RANKINGS
in Total Papers Downloads
Machine Learning, Counterparty Credit Risk, CDS Proxy Method, Classification, CVA, XVA
Machine Learning, Statistics, Classification, Counterparty Credit Risk, CVA, FVA, XVA, banking regulatory, accounting standard
Arbitrage; Asset pricing; OTC derivatives; CVA; XVA; Valuation adjustment; Counterparty credit risk
Regression, Machine Learning, Time Series Analysis, Bank Capital, Stress Test, Net Interest Margin, Forecasting, PPNR, CCAR
CDS Proxy Construction, Counterparty Credit Risk, Machine Learning, Classification