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Quantitative Methods Used in Managing Credit Risk
Quantitative Methods Used in Managing Credit Risk The panel at this session of the SOA 2004 ... risk, both from a portfolio perspective and an individual security perspective. Basel;Collateralized debt ...- Authors: Anthony Dardis, Rishi Kapur, Ugur Koyluoglu, Perry D Mehta
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Integrating and Aggregating Risks
materials are available through the link on the table of contents. RECORD, Volume 30, No. 3* ... and under these scenarios you can run your individual models for aggregation. We follow this technique ...- Authors: Francis Sabatini, Ugur Koyluoglu
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments