Corps professoral et chercheurs

O'KANE Dominic, phd

Professeur Affilié, EDHEC-Risk Institute

Discipline : Finance
Expertise : Management des risques financiers, titres à revenus fixes, risques de crédit

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : dominic.okane@edhec.edu

Principales contributions académiques

Bankers, Market & Investors (2012 ; 2017), Handbook of Fixed Income Securities, Professional Perspectives on Fixed Portfolio Management (2003)

Documents à télécharger

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CV - Dominic O'Kane, PhD...
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Publications edhec

Publications académiques

An Examinination of the Impact of the EU Ban on Naked Purchases of Sovereign Credit Default Swaps

Bankers, Markets & Investors, N° 147 – Mars Avril 2017

Etude/Rapport

Brexit : ce qui va changer… ou pas

Olivier Beddeleem, professeur de droit à l’EDHEC, propose une grille de lecture basée sur l’article 50 du traité européenne, et rappelle les...

Position paper

Initial Margin for Non-Centrally Cleared OTC Derivatives

Coming into effect in September 2016, this new framework is based on the recommendations of the BCBS/IOSCO Working Group on Margin Requirements (WGMR...

Publications académiques

Counterparty Risk Minimization by the Optimal Netting of OTC Derivative Trades

The Journal of Derivatives, Winter 2016, Vol. 24, No. 2: pp. 48-65

Working paper

Optimising the Compression Cycle: Algorithms for Multilateral Netting in OTC Derivatives Markets

In compression, market participants share position information via a third party company, TriOptima, which then proposes a set of trades which will “...

Pages