Mourad Berrahoui

Identifiers

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Papers (3)

1. Revising SA-CCR q-fin.RM · 2019 · author #1
2. Counterparty Trading Limits Revisited:CSAs, IM, SwapAgent(r), from PFE to PFL q-fin.RM · 2017 · author #2
3. Which measure for PFE? The Risk Appetite Measure, A q-fin.RM · 2015 · author #3

Mentions

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Frequent Coauthors

• Chris Kenyon 3 shared papers
• Andrew Green 1 shared papers
• Benjamin Poncet 1 shared papers
• Othmane Islah 1 shared papers