This paper presents an overview of some general concepts and techniques of an adequacy estimation of simulation models of the banking business processes. A proposal on specific requirements for computer simulation models to banking activity re-engineering and optimization is formulated.

This paper provides researchers with an objective list of checks to consider when planning a replication study with the objective of validating findings for informing policy. These replication studies should begin with a pure replication of the published results and then reanalyse the original...

BankCaR is a credit risk model that forecasts the distribution of a commercial bank's charge-offs. The distribution depends only on systematic factors; BankCaR takes each bank and projects its expected charge-off across a distribution of good years and bad years. Since most bank failures occur...

This paper presents the main characteristics of TREMOD, a tax-benefit microsimulation model for the Italian province of Trento (Italy). TREMOD is based upon the EUROMOD platform microsimulation model, and its purpose is to inform local tax and welfare policies. TREMOD is a flexible tool that...