Zhongmin Luo
3 SlideShares
Marcadores
artificial intelligence machine learning frtb basel iv finance banking classification credit risk derivative pricing performance investment trading stress testing systemic risk statistics data science computer informatics quantatitive finance use case cva financial crisis counterparty default risk financial regulation market risk cds proxy counterparty risk
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Apresentações

(3)

Credit Default Swap (CDS) Rate Construction by Machine Learning Techniques

Há 6 anos • 151 Visualizações

Should all a- rated banks have the same default risk as lehman?

Há 6 anos • 33 Visualizações

Case study of Machine learning in banks

Há 6 anos • 93 Visualizações
Marcadores
artificial intelligence machine learning frtb basel iv finance banking classification credit risk derivative pricing performance investment trading stress testing systemic risk statistics data science computer informatics quantatitive finance use case cva financial crisis counterparty default risk financial regulation market risk cds proxy counterparty risk
Ver mais