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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise ... III by January 2015. The paper looks at the process of developing a measurement framework using Black-Scholes ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise ... Management Symposium, Chicago. This is the abstract of the entitled paper. Banking regulations;Liquidity;Monte ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Public Policy
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Bank Management Using Basel II-Data: Is the Collection, Storage and Evaluation of Data Calculated with Internal Approaches Dispensable?
Management Using Basel II-Data: Is the Collection, Storage and Evaluation of Data Calculated with Internal ... This paper discusses the new Basel Accord for Capital Adequacy which refines the minimum capital requirements ...- Authors: Dennis Kundisch, Fabian M. Lohner, David Rudolph, Marcus Steudner, Christian Weiss
- Date: Aug 2007
- Competency: External Forces & Industry Knowledge
- Topics: Global Perspectives; Public Policy; Technology & Applications>Analytics and informatics