Margaux Regnault | DeepAI

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Featured Co-authors

Thierry Roncalli
6 publications
Fatma Karray-Meziou
2 publications
François Pan
1 publication
Amina Cherief
1 publication

research

∙ 05/18/2021

Liquidity Stress Testing in Asset Management – Part 2. Modeling the Asset Liquidity Risk

This article is part of a comprehensive research project on liquidity ri...

0 Thierry Roncalli, et al. ∙

research

∙ 01/06/2021

Liquidity Stress Testing in Asset Management – Part 1. Modeling the Liability Liquidity Risk

This article is part of a comprehensive research project on liquidity ri...

0 Thierry Roncalli, et al. ∙