May 6, 2020 · In this paper, we present a novel computational framework for portfolio-wide risk management problems, where the presence of a potentially large number of risk ...
In this paper, we present a novel computational framework for portfolio-wide risk management problems, where the presence of a potentially large number of ...
Deep xVA Solver – A Neural Network Based Counterparty Credit Risk ...
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Jun 3, 2020 · In this paper, we present a novel computational framework for portfolio-wide risk management problems where the presence of a potentially large number of risk ...
In this paper, we present a novel computational framework for portfolio-wide risk management problems where the presence of a potentially large number of ...
This paper utilises a coupled system of BSDEs for the valuation adjustments (xVA) and solves these by a recursive application of a neural network based BSDE ...
In this paper, we present a novel computational framework for portfolio-wide risk management problems where the presence of a potentially large number of ...
Gnoatto, A., Picarelli, A., and Reisinger, C. Deep xVA solver - A neural network based counterparty credit risk management framework.
Nov 29, 2022 · In this paper, we present a novel computational framework for portfolio-wide risk man- agement problems, where the presence of a potentially ...
Duration: 1:03:52
Posted: Jul 6, 2020
Posted: Jul 6, 2020
Sep 8, 2023 · ABSTRACT: This study reviewed the effect of credit risk management on the financial performance of microfinance institutions (MFIs) in Nigeria.