1 - 3 of 3 results (0.66 seconds)
Sort By:
  • Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
    Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ... measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk. Banking ...

    View Description

    • 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
  • 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 ... Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ...

    View Description

    • Authors: Sadi Bin Asad Farooqui
    • Date: Mar 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Global Perspectives; Public Policy
  • Risk Accounting: A Next Generation Risk Management System for Financial Institutions
    around the globe. In recent testimony before the U.S. Congress, Alan Greenspan, former chairman of the ... Advanced Measurement Approach Group formed by leading U.S. banks under the auspices of the Risk Management ...

    View Description

    • Authors: Peter Hughes, Application Administrator
    • Date: Mar 2011
    • Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management; Public Policy