Menu

Collateral Risk for Fair Valuation and CCR Capital

December 21, 2015

To keep up with changes in regulation, financial institutions now must consider non-traditional methods for capturing collateral. Etienne Koehler and Anton Simanenka propose a new collateral risk model that can meet regulatory requirements for fair valuation and CCR capital.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2022 Global Association of Risk Professionals