4 citations · 9 across the 6 of their papers we have counts for
8 papers
Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique
Mariano Zeron-Medina Laris, Ignacio Ruiz
In this paper we introduce a new technique based on high-dimensional Chebyshev Tensors that we call \emph{Orthogonal Chebyshev Sliding Technique}. We implemented this technique ins…
An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk
Lucia Cipolina-Kun, Ignacio Ruiz, Mariano Zero-Medina Laris
The use of CVA to cover credit risk is widely spread, but has its limitations. Namely, dealers face the problem of the illiquidity of instruments used for hedging it, hence forced…
Chebyshev Methods for Ultra-efficient Risk Calculations
Mariano Zeron Medina Laris, Ignacio Ruiz
Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, s…
Transversals as generating sets in finitely generated groups
Jack Button, Maurice Chiodo, Mariano Zeron-Medina Laris
We explore transversals of finite index subgroups of finitely generated groups. We show that when is a subgroup of a rank group and has index at least in th…
Presentations with negative deficiency and largeness
Mariano Zeron-Medina Laris
We extend the results of M. Edjvet on balanced presentations and largeness by giving conditions under which presentations with negative deficiency define large groups.
Positive rank gradient and p-largeness for groups defined by presentations with p-deficiency less than or equal to one
Mariano Zeron-Medina Laris
It is an immediate consequence of the results by Yiftach and Schlage-Puchta that a presentation with p-deficiency greater than one defines a group with positive rank gradient. By r…
Coset intersection graphs for groups
Jack Button, Maurice Chiodo, Mariano Zeron-Medina Laris
Let H, K be subgroups of G. We investigate the intersection properties of left and right cosets of these subgroups.
Residual Deficiency
Mariano Zeron-Medina Laris
We introduce a new real valued invariant for finitely presented groups called residual deficiency. Its main property is the following. Let G be a finitely presented group. If the r…