Journal of Financial Risk Management

Vol.6 No.3(2017), Paper ID 78354, 16 pages



Modeling and Quantifying of the Global Wrong Way Risk


Badreddine Slime


Financial Risk Quant from ENSAE (Ecole Nationale de la Statistique et de l’Administration Economique), Paris, France


Copyright © 2017 Badreddine Slime et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


How to Cite this Article

Slime, B. (2017) Modeling and Quantifying of the Global Wrong Way Risk. Journal of Financial Risk Management, 6, 231-246. doi: 10.4236/jfrm.2017.63017.

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