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Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement
Ghamami, Samim; Zhang, Bo - Federal Reserve Board (Board of Governors of the … - 2014
Counterparty credit risk (CCR), a key driver of the 2007-08 credit crisis, has become one of the main focuses of the major global and U.S. regulatory standards. Financial institutions invest large amounts of resources employing Monte Carlo simulation to measure and price their counterparty...
Persistent link: https://www.econbiz.de/10011119860
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The asset-correlation parameter in Basel II for mortgages on single-family residences
Calem, Paul S.; Follain, James R. - Federal Reserve Board (Board of Governors of the … - 2003
Persistent link: https://www.econbiz.de/10005360706
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An update on Basel II implementation in the United States: a speech at the Global Association of Risk Professionals Basel II Summit, New York, New York, February 26, 2007
Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2007
Persistent link: https://www.econbiz.de/10010725111
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Risk transfer and financial stability : a speech to the Federal Reserve Bank of Chicago's Forty-first Annual Conference on Bank Structure, Chicago, Illinois (via satellite), May 5,...
Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2005
Persistent link: https://www.econbiz.de/10010725137
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Regulatory issues: a speech at the National Bankers Association Annual Convention, Beverly Hills, California, October 12, 2005
Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2005
Persistent link: https://www.econbiz.de/10010725168
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The state of the banking industry: testimony before the Committee on Banking, Housing, and Urban Affairs, U.S. Senate, April 20, 2004
Greenspan, Alan - Federal Reserve Board (Board of Governors of the … - 2004
Persistent link: https://www.econbiz.de/10010725170
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Compliance risk management in a diversified environment : a speech at the Financial Services Roundtable and the Morin Center for Banking and Financial Services, Washington, D.C., M...
Olson, Mark W. - Federal Reserve Board (Board of Governors of the … - 2006
Persistent link: https://www.econbiz.de/10010725173
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Basel II and H.R. 2043: testimony before the Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, U.S. House of Representatives, June 19, 20...
Ferguson, Roger W. - Federal Reserve Board (Board of Governors of the … - 2003
Persistent link: https://www.econbiz.de/10010725174
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Monetary policy flexibility, risk management, and financial disruptions : a speech at the Federal Reserve Bank of New York, New York, New York, January 11, 2008
Mishkin, Frederic S. - Federal Reserve Board (Board of Governors of the … - 2008
Persistent link: https://www.econbiz.de/10010725181
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A risk-management perspective on recent regulatory proposals: a speech at the America’s Community Bankers Risk Management and Finance Forum, Naples, Florida, April 10, 2006
Bies, Susan Schmidt - Federal Reserve Board (Board of Governors of the … - 2006
Persistent link: https://www.econbiz.de/10010725205