- Use of Monte Carlo Simulation Techniques Can Improve Underwriting and Loan Monitoring. Waltz, David K. // Secured Lender;Nov/Dec99, Vol. 55 Issue 7, p120
Provides information on the application of Monte Carlo simulation method in underwriting and loan monitoring. Accounts receivable factors in liquidation model; Inventory factors included in the cost of collection model; Benefits of Monte Carlo simulation.
- Ethics in Financial Services: Case Studies. // Securities Industry News;4/18/2005, Vol. 17 Issue 15, Special Section p8
Presents information on a seminar on ethics in financial services industry which will be held on June 3, 2005 in New York City. Professionals who should attend the seminar; Learning objectives; Areas which will be covered by the seminar.
- Party season - for some. // Money Management;11/19/2009, Vol. 23 Issue 43, Special section p36
The article discusses the happiness felt by "Outsider" when the Financial Planning Association (FPS) conference rolls in Australia. It mentions that "Outsider" casts doubts that the 2009 Christmas celebration will be lacking in corporate largesse. It also highlights the van Eyk Research of Mark...
- WHAT'S ON. // Money Management;8/22/2013, Vol. 27 Issue 32, p12
A calendar of events related to financial industry from August to September 2013 is presented including the Financial Planning Association (FPA) meeting from August 26-September 1, Association of Superannuation Funds of Australia (ASFA) luncheon on August 27, and leadership meeting on September 19.
- Integrated risk modelling. Dimakos, Xeni K.; Aas, Kjersti // Statistical Modelling: An International Journal;2004, Vol. 4 Issue 4, p265
In this article, we present a new approach to modelling the total economic capital required to protect a financial institution against possible losses. The approach takes into account the correlation between risk types, and in this respect, it improves upon the conventional practice that assumes...
- Calvino on Wall Street. // Securities Industry News;2/21/2005, Vol. 17 Issue 7, p4
Presents an article about the electronic trading platform of various financial services companies in the U.S. Link between the operations of financial company Merrill Lynch and the New York Stock Exchange; Information on diagnostic tests and Monte Carlo simulations done on the electronic...
- Systemic Risk in the Dutch Financial Sector. Minderhoud, K. // De Economist (0013-063X);Jun2006, Vol. 154 Issue 2, p177
This paper investigates systemic risk in the Dutch financial sector by focusing on extreme return co-movements of the major financial institutions. In particular, we use a Monte Carlo simulation experiment conditioned on both a fat and a thin tailed underlying return distribution to test the...
- MODELING OF FX SENSITIVE PORTFOLIO. Tichý, Tomáš // 11th International Conference on Finance & Banking: Future of th;2007, p782
An inherent part of financial modeling is the portfolio modeling procedure. It is important mainly for risk management of financial institutions. Portfolios of financial institutions are sensitive to several market risk factors. As highly important, we can regard exchange rates of foreign...
- When to Refinance Mortgage Loans in a Stochastic Interest Rate Environment. Siwei Gan; Jin Zheng; Xiaoxia Feng; Dejun Xie // International MultiConference of Engineers & Computer Scientists;2012, Vol. 2, p1
Refinancing refers to the replacement of an existing debt obligation with another debt obligation to take the advantage of a lower interest rate. This paper reflects our ongoing work to find a desirable refinancing time for mortgage borrowers to minimize the total payments in a dynamic interest...