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George Rezek

9 papers; 9 titles.

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Conference × Year × Title × Co-authors Extras Pages
SESUG 2019 Validating a Probability of Default model using SASEnterprise Miner Scorecard source 27
NESUG 2006 An Asset Liability Management (ALM) and Value-at-Risk (VaR) System in SAS/AF 5
SUGI 2005 A System to Calculate Market Value-at-Risk Using Monte Carlo Simulation II: Reporting source 11
NESUG 2004 A System to Calculate Value-at-Risk (VaR) using Monte Carlo Simulation II: Reporting 11
SESUG 2004 A System to Calculate Market Value-at-Risk using SAS/IML and Oracle source 12
WUSS 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation in SAS/IML source 12
MWSUG 2004 A System to Calculate Market Risk 11
PNWSUG 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation 12
SUGI 2004 A System to Calculate Market Value-at-Risk using Oracle source 11

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