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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 ...- 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 ... Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ...- 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?
economic, internal bank management concepts. (c.p. Table 1) Due to the deficiencies of regulatory procedures ... 489 49% 22,086 64% * Data not published. Table 1: Extend of utilization ratios of the economic ...- 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