HOME QUICK SEARCH AUTHORS KEYWORDS HELP BUGS

economic capital

8 papers and 5 presentations; 13 titles.

Back to keywords

Conference × Year × Title × Authors Extras Pages
SGF 2018 Economic Capital Modeling with SAS Econometrics Mahesh V. Joshi source 19
SGF 2016 Credit Risk Modeling in a New Era Wei Chen,
Martim Rocha,
Jimmy Skoglund		 source 16
SGF 2015 Incorporating External Economic Scenarios into Your CCAR Stress Testing Routines Kenneth Sanford,
Christian Macaro		 source 10
SGF 2011 Using SAS for Effective Credit Risk Management of the Commercial and Corporate Credit Portfolio after the Financial Crisis Boaz Galinson source 10
SGF 2010 Introduction to SAS Risk Management for Banking Austin Trippensee source 8
SGF 2008 Enterprise Risk Management Solutions Austin Trippensee source 6
SGF 2008 Operational Risk: Economic Capital (EC) Modeling with a Loss Distribution Approach Sabri G. Uner source 14
NESUG 2003 Using Cluster Analysis for Retail Portfolio Segmentation in an Economic Capital Model: Homogeneity by Common Default Behavior Over Time Shannon Kelly 12
SEUGI 2003 Operational Risk Management Survey 2003 [presentation] Ellen Leander,
Rik van de Weerthof		 source 29
SEUGI 2003 Operational Risk Management Survey 2003 [presentation] Ellen Leander,
Rik van de Weerthof		 source 22
SEUGI 2003 The SAS Credit Risk Solution [presentation] Eva Wittmann,
Henrik Wagner		 source 52
SEUGI 2002 Implementing BASEL II [presentation] Morgens Kristensen source 25
SEUGI 2001 The Portfolio Forecasting System [presentation] Paul Alton source 25

Back to keywords