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76 papers and 16 presentations; 89 titles.

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Conference × Year × Title × Authors Extras Pages
SESUG 2025 Working with Open Source in a Highly Regulated Industry David B. Horvath 12
WUSS 2024 From Keys to Credit: A Deep Dive into Homeownership's Influence on Loan Quality Yi-Che Chen,
Debanik Chakraborty		 source 15
SESUG 2023 Two illustrations of the Quantity Theory of Money: A Restatement Lawrence Ogbeifun source 81
SESUG 2022 Data Wrangling in a Highly Regulated Industry David B. Horvath source 11
SESUG 2022 To Lend, or Not to Lend, That Is the Question! Evaluating Loan Application with Machine Learning Rafae Abdullah,
Sucharitha Vallabhaneni,
Jaideep Muley		 source 17
PHUSE US 2022 The RBM to RBQM Transformation: More Than the Method or the Tool [presentation] Alison Banda,
Jason Konn		 source 12
SCSUG 2019 Strategizing P2P Investments using Socio-Economic Factors Priyabrata Thatoi source 12
SGF 2019 Building a Portfolio To Have Limited Maximum Loss with SAS Model Implementation Platform João Pires da Cruz,
Carla Tempera,
Manuel Fortes		 source 12
SGF 2019 IFRS9: Using SAS/ETD Software and SAS Studio to Select Macro Economic Variables Julio Alberto Campa Vega Filho source 19
SCSUG 2018 Predicting the Federal Reserve?s Next Federal Funds Rate Decisions Nhan Nguyen source 13
WUSS 2018 Dissecting the Burnout Factor for Modeling Mortgage Refinancing Alec Zhixiao Lin source 6
WUSS 2018 Using Net Lift Measure to Model the Effects of Changes in Interest Rates on Mortgage Prepayment Alec Zhixiao Lin,
Xiao Hu		 source 15
SGF 2018 Personal Lending: What is Customer Price/Credit Optimization? Is Experimental Design Inevitable? Yuri Medvedev source 20
SGF 2017 Modeling Actuarial Risk using SAS Enterprise Guide: A Study on Mortality Tables and Interest Rates Luiz Carlos Leao source 20
SGF 2017 Timing is Everything: Detecting Important Behavior Triggers Daymond Ling source 12
SESUG 2016 Know your Interest Rate Anirban Chakraborty,
Goutam Chakraborty		 source 16
SGF 2016 Credit Card Interest and Transactional Income Prediction with an Account-Level Transition Panel Data Model Using SAS/STAT and SAS/ETS Software Denys Osipenko source 20
SGF 2016 Personal Lending: Customer Credit and Pricing Optimization Yuri Medvedev source 19
SGF 2015 Incorporating External Economic Scenarios into Your CCAR Stress Testing Routines Kenneth Sanford,
Christian Macaro		 source 10
SGF 2015 The Comparative Analysis of Predictive Models for Credit Limit Utilization Rate with SAS/STAT Denys Osipenko,
Jonathan Crook		 source 19
MWSUG 2013 Few SAS PROCs that Help Improving College Recruitment and Enrollment Strategies Harjanto Djunaidi,
Monica Djunaidi		 10
SGF 2013 Performance Predictability By Using Social Profile in Online P2P Lending Market Harshal Darade,
Siming Li,
Zhangxi Lin		 source
pdf		 9
NESUG 2012 Using Axes Options to Stretch the Limits of SAS/GRAPH Template Language Perry Watts 20
SESUG 2012 Using Axes Options to Stretch the Limits of SAS/GRAPH Template Language Perry Watts,
>>>>		 source 20
MWSUG 2011 Money Demand Estimation using SAS Gerard G Tano 16
NESUG 2011 Cash-Flow Modeling for Fixed Income Securities? A New Approach Using SAS Risk Management for Banking Solution Sunny Zhang 14
NESUG 2011 Net Present Value Settlement Algorithm in Collections Strategies Zbigniew Naumowicz,
Daniel Costelloe		 10
SGF 2011 Cash Flow Modeling for Fixed-Income Securities: A New Approach Using the SAS Risk Management for Banking Solution Sunny Zhang,
Jeff Hasmann,
Thomas Kimner		 source 14
MWSUG 2010 A New Look at An Old Friend: Getting Reacquainted with Arrays Joe Novotny,
Paul Kollner		 13
MWSUG 2010 Evaluation of Methods to Determine Optimal Cut Points for Predicting Mortgage Default Valentin Todorov,
Douglas Thompson		 11
SGF 2010 Introduction to SAS Risk Management for Banking Austin Trippensee source 8
SGF 2009 A Comprehensive Credit Assessment Framework: Overview and Implications for the Subprime Crisis Clark R. Abrahams,
Sunny Zhang		 source 14
SGF 2009 A Little Stats Won't Hurt You Nathaniel Derby source 17
SGF 2008 Price and Revenue Optimization for Banking Keith Renison,
Lorry Hardt Jr.		 source 7
SGF 2008 Pricing of Options Using Hybrid Artificial Neural Networks Anant Saxena source 25
NESUG 2006 An Asset Liability Management (ALM) and Value-at-Risk (VaR) System in SAS/AF George Rezek 5
NESUG 2005 Loans, Mortgages & Refinance: What if Scenarios Adel Fahmy 17
SUGI 2005 A System to Calculate Market Value-at-Risk Using Monte Carlo Simulation II: Reporting George Rezek source 11
NESUG 2004 A System to Calculate Value-at-Risk (VaR) using Monte Carlo Simulation II: Reporting George Rezek 11
SESUG 2004 A System to Calculate Market Value-at-Risk using SAS/IML and Oracle George Rezek source 12
WUSS 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation in SAS/IML George Rezek source 12
WUSS 2004 Estimating Crude Oil Price Variability Using SAS/ETS Procedures Brian Khalifa,
Sung Hoon Kim		 source 3
MWSUG 2004 A System to Calculate Market Risk George Rezek 11
PNWSUG 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation George Rezek 12
SUGI 2004 A System to Calculate Market Value-at-Risk using Oracle George Rezek source 11
SEUGI 2003 Second-generation data warehouse - strategic and tactics at the Vilnius Bank [presentation] Laukai source 22
SEUGI 2002 Banking Transactions Analysis using SAS Software [presentation] Lioudmila Dmitrieva,
Roman Volynets		 source 31
SEUGI 2002 Financial Risk Management within the Generali Group: a structured approach [presentation] Paolo Pirona source 28
SEUGI 2002 Market risk estimation through modeling and visualizations in the SAS System [presentation] Jerzy Krawczuk source 9
SEUGI 2002 Risk Management for Utilities companies [presentation] M. Palomo source 22
SEUGI 2002 The problem of treasurey portfolio optimisation [presentation] Alexey Kulemin,
Vasily Konuzin,
Vasily Sorokoumov,
Victor Kulyshev		 source 52
SEUGI 2002 Tracking Error [presentation] Francoise Grandjean,
Gregory Magro		 source 21
SUGI 2002 Neural Networks and Genetic Algorithms as Tools for Forecasting Demand in Consumer Durables Jerry Nickelsburg,
Paul D. McNelis		 source 6
SEUGI 2001 Rapid Development of an ALM System [presentation] Irmantas Kamienas source 20
SEUGI 2001 Risk management and IAS reporting at Deutsche Postbank AG [presentation] Harmut Komme,
Jan Olaf Weber		 source 23
SEUGI 2001 SAS as a Financial Controller of day-to-day business [presentation] Andrei Trifonov,
Roman Volynets		 source 34
SEUGI 2001 The Risk Control Process in the Management of a Diversified Banking Group: the case of Monte Paschi di Siena Group [presentation] Pierfrancesco Cocco source 28
WUSS 2000 Using SAS to Estimate Parameters for the World Securities Markets and Related Foreign Currencies Market Kamal Shoukry source 5
SEUGI 2000 Euro Blue Chips Index - A new benchmark for European Stock Markets [presentation] Emiliano Laruccia,
Marcello Esposito,
Stefania Carpi		 source 33
SESUG 1999 Do We Know How to Function? Janet E. Stuelpner source 7
SESUG 1999 Statistical Presentations Using the Power of PROC TABULATE C. Olivia Parr Rud source 8
WUSS 1999 A SAS Analysis of Some Major Economic Effects of the Asian Crisis on the World Advanced and Developing Economies Kamal Shoukry source 4
SEUGI 1999 ALM Modelling at BACOB Bank c.v. [presentation] Marc Hanseene,
Sabine Vanmaercke,
Sigrid Spruyt		 source 22
SEUGI 1999 Customer data: from warehouse to powerhouse! [presentation] Nico Kuijper source 23
SEUGI 1999 Quasi-Monte Carlo applications for financial risk management [presentation] Maurizio Mondello,
Maurizio Ferconi		 source 28
SUGI 1999 Statistical Presentations Using the Power of PROC TABULATE C. Olivia Parr Rud source 7
NESUG 1998 Statistical Presentations Using the Power of PROC TABULATE C. Olivia Parr Rud 8
SEUGI 1998 Building an ALM system for the Insurance Industry Koen Van Huffel,
Marc Hansenne		 source 7
SUGI 1998 SAS Risk Analysis Environment Sam Harris source 10
SUGI 1998 Statistical Presentations Using the Power of PROC TABULATE C. Olivia Parr Rud source 7
SEUGI 1997 An intranet approach to generating, distributing and managing metadata using SAS software Kristien Smets,
Tom Tollenaere		 source 10
SEUGI 1997 How to set up a multidimensional data warehouse in a banking environment Gyorgyi Virgula source 2
SEUGI 1996 Risk management with the SAS System Christian J. Balica source 31
SEUGI 1996 Supporting your management cycle with an MIS based on a data warehouse Daniel Koller source 23
SESUG 1995 Information Visualization Ali Dogrusoz,
Nitin S. Patel,
Ronald E. Stogner		 4
SUGI 1995 Be Bullish with SASe Financial and Investment Analysis with Ease Paul J. Ratnaraj source 10
SUGI 1995 Granger-Sims Test for Causality Ashok Mehta source 6
SUGI 1995 Interactive Visualization and Statistical Interpretation of Market Share, Competitive Price, Stock and Mortgage Loan Data Using JMP 3.1 James Daughtry,
Jonathan Pinder,
Edwin Tang,
William R. Gjertsen		 source 14
SUGI 1995 Power Tools for Visualization of Information Ali Dogrusoz,
Nitin S. Patel,
Ronald E. Stogner		 source 5
WUSS 1994 A Reassessment of the Monetary Approach to Exchange Rate Determination: A Multivariate Analysis of Difference-Stationary Time Series Victor Gastnaga source 6
SEUGI 1994 An Executive Information System in the Banking Area Gyorgy Virgula source 13
SUGI 1993 Forecasting the Volatility of Financial Markets: ARCH/GARCH Models and the AUTOREG Procedure Minbo Kim source
SUGI 1991 SAS Software and the Complete P &L Approach to MIS Reporting Thomas W. Jack source 3
SUGI 1990 Loan Comparison and Analysis GuI Ege source 8
SUGI 1987 Incorporating Management Judgement in Forecasting Joel Fingerman source 6
SUGI 1986 A Computer-based Multi-currency Short-term Funds Management Exercise Alex Anckonie III source 4
SUGI 1984 Forecasting Industrial Production in 1981-1984 Carlos T. Bailey source 8
SEUGI 1983 Using SAS to Perform Discounted Cash Flow Analysis Alan J. Knight 11
SUGI 1983 On Estimating Spline Regressions Lawrence C. Marsh source
SUGI 1982 A Comparison of Procedures for the Classification of Multivariate Observations Cathryn Gust,
Rebecca Klemm		 source 4
SUGI 1979 A SAS Procedure for After Tax Investment Analysis Steven R. Borbash,
Arup K. Mallik		 source 3
SUGI 1978 Applications in Econometrics: Problems, Programs, and Procedures Kenneth J. White source 6

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