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  • XML for Actuaries: A Web of Data and Metadata
    compromising performance. We also wanted to customize individual experiences, and we wanted dynamic content. The ... years. I’ve primarily been involved in pension valuation software for the last 25 years. What I’d like ...

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    • Authors: Mark Horowitz, Jawwad Farid, Ron Cole, Kevin Kelly
    • Date: Oct 2000
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Technology & Applications
  • A Friendly Conversation: Emerging Markets—Enterprise Risk Management Within The Banking Industry
    A Friendly ... 2011 Yield Curve Credit Rate Swap RiSk Valuation Model Good data Capital BankS eRM Markets ... June/July 2011 From a derivative pricing and valuation point of view this creates bigger problems ...

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    • Authors: Jawwad Farid
    • Date: Jun 2011
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: The Actuary Magazine
    • Topics: Enterprise Risk Management
  • A Friendly Conversation on Emerging Markets—Enterprise Risk Management within the Banking Industry
    trading data. From a derivative pricing and valuation point of view this creates bigger problems since ... mistakes. Qualifying Models Qualifications on valuation and fair value opinions of vanilla as well as ...

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    • Authors: Jawwad Farid
    • Date: Aug 2012
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Financial management; Finance & Investments>Risk measurement - Finance & Investments
  • ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
    aggregate rather than rebuild a series from individual streams.  Simplicity and parameters. A model ... area of credit, loan loss reserves, collateral valuation and recoveries have estimation and mark-to-market ...

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    • Authors: Jawwad Farid
    • Date: Feb 2016
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Finance & Investments>Economic capital