Catastrophe financing for governments: learning from the 2009-2012 Multicat Program in Mexico

E Michel-Kerjan, I Zelenko, V Cardenas, D Turgel - 2011 - oecd-ilibrary.org
With rapidly increasing population and growing catastrophe exposure in their countries,
many more government leaders (including Presidents, Prime Ministers and Rulers) are now …

Longevity risk and the stability of retirement systems: the Chilean longevity bond case

I Zelenko - The Journal of Alternative Investments, 2014 - search.proquest.com
IVAN ZELENKO is a director of market and counterparty risk at the World Bank in … IVAN
ZELENKO … markets and continues its evolution toward more standardization (Zelenko [2011]). …

[BOOK][B] A financing facility for low-carbon development

C De Gouvello, I Zelenko - 2010 - books.google.com
Ivan Zelenko with Philippe Ambrosi … Christophe de Gouvello is a Senior Energy Specialist
in the Latin American and Caribbean Region, Ivan Zelenko is the Head of Structured Finance …

[PDF][PDF] The World Bank's MultiCat Program: using catastrophe bonds to insure against natural disaster risks

A Garcia, NS Paul, I Zelenko - … Debt Capital Markets …, 2011 - documents.worldbank.org
In addition to the devastating human toll, natural catastrophes can have calamitous economic
consequences for disaster prone countries, especially for emerging countries which …

Credit Risk Management For Derivatives

I Zelenko - Post-Crisis Mettrics, 2017 - Springer
While derivatives have probably been in use long before the term itself was coined, OTC
instruments really came into wider knowledge and usage during the 1980s. Since then, they …

[PDF][PDF] Catastrophe Financing for Governments

E Michel-Kerjan, I Zelenko, V Cardenas, D Turgel - 2011 - academia.edu
With rapidly increasing population and growing catastrophe exposure in their countries, many
more government leaders (including Presidents, Prime Ministers and heads of Kingdoms) …

[BOOK][B] A financing facility for low-carbon development

C Gouvello, I Zelenko, P Ambrosi - 2010 - openknowledge.worldbank.org
… Christophede Gouvello Ivan Zelenko with Philippe Ambrosi … Christophe de Gouvello is
a Senior Energy Specialist in the Latin American and Caribbean Region, Ivan Zelenko is …

Adjusting for Credit and Debt Value: CVA and DVA

I Zelenko, I Zelenko - Credit Risk Management for Derivatives: Post-Crisis …, 2017 - Springer
Chapter 4 presents the CVA and DVA adjustments reflecting in the market value of a derivative
or a portfolio of derivatives the expected cost of the counterparty’s default (CVA) and, …

Reshaping Derivatives Markets: The Post-2008 Ambition

I Zelenko, I Zelenko - Credit Risk Management for Derivatives: Post-Crisis …, 2017 - Springer
This Chapter looks back at the 2008 crisis, and at the destructive forces which, combined
together, drastically amplified a dynamic of excess lending and excess leverage to bring down …

Expanding Valuation Metrics: FVA and KVA

I Zelenko, I Zelenko - Credit Risk Management for Derivatives: Post-Crisis …, 2017 - Springer
In their attempt to comprehensively reflect all the costs associated with derivatives, swap
dealer banks have introduced the Funding Valuation Adjustment (FVA) and the Capital Value …