"risk horizon"

Key Phrases: Alfa Bank, European Union, Credit Department, The Economist, New York, Treasury Dept, market factor returns, virtual cash flows, marginal default rates, multiple market factors, underlying asset market price, gapping period (see more)

Key Phrases: Alfa Bank, European Union, Credit Department, The Economist, New York, Treasury Dept, Capital Allocation Committee, United States, Amount Maturity Rate Branch, Expenses Income Interest, Allied Irish Banks, Alpha Inc, Joint Forum, Physical Assets, Riverside Inc, Robert Merton, Treasury Deposits, Year Profits, Banca Intesa, Bank Gamma, Bank of Ireland, Bank Soandso, Credit Suisse Financial Products, Default Survival Total Beta Ltd, Process Management, market factor returns, virtual cash flows, marginal default rates, multiple market factors, underlying asset market price, gapping period, abnormal companies, average based standard deviation, duration gap model, repricing gap model, conditional coverage test, innovative capital instruments, convexity gap, different market factors, loan equivalent exposure, market factor changes, credit risk measurement models, historical simulation model, rating assignment process, standardized gap, future potential exposure, mandatory capital requirements, economic capital allocated, loss given event, original exposure method (see less)

Key Phrases: New York, Bankers Trust, Gibson Greetings, Merrill Lynch, Group of Thirty, Sallie Mae, forward contract exclusion, net payment obligation, rollover losses, rollover returns, eligible commodity agreement, multibranch netting (see more)

Key Phrases: New York, Bankers Trust, Gibson Greetings, Merrill Lynch, Group of Thirty, Sallie Mae, Supreme Court, Model Netting Act, Morgan Stanley, Deutsche Bank, Carragreen Currency Corporation, Bank of England, House of Lords, Board of Banking Supervision, Monte Carlo, Bankruptcy Code, Lombard Nash, Wood Gundy, Global Derivatives Study Group, Time Warner, General Accounting Office, Shoreline Currencies, Delta-Only Valuation, High Court, Par Bond, forward contract exclusion, net payment obligation, rollover losses, rollover returns, eligible commodity agreement, multibranch netting, forward delivery contracts, qualified financial contracts, swaps exemption, swap exemption, event risk protection, insolvency official, rollover costs, energy futures markets, eligible swap participants, spot price risk, rollover gains, rolling stack, risk horizon, insolvent party, hedge accounting, negotiated derivatives transactions, capital attribution, netting provisions, downgrade provisions (see less)

Key Phrases: Firm Fox, United States, Corporation Huron, Adam Smith, Corporation Superior, Monte Carlo, security holder welfare, indirect credit risk, risk transformer, internal risk management process, nondefaulting firm, residual agency costs (see more)

Key Phrases: Firm Fox, United States, Corporation Huron, Adam Smith, Corporation Superior, Monte Carlo, British Aero, Firm Conrad, Omega Pharmaceutical, Federal Reserve, New York, Bank of Chicago, Basel Accord, Company Twain, Early Termination Date, Oak Pharmaceutical, Risk Ratio, Bankers Trust, Captain Kirk, Chicago Board of Trade, Company Jungfrau, Company Victoria, Elapsed Years, First Method, House of Lords, security holder welfare, indirect credit risk, risk transformer, internal risk management process, nondefaulting firm, residual agency costs, value risk manager, expected financing costs, net economic income, duration gap model, full insurance line, risk control decisions, sound risk management process, desired risk exposures, comparative informational advantage, flow risk management, nonpecuniary consumption, expected bankruptcy costs, new equity holders, control business model, independent risk management function, money market year, risk controller, downgrade risk, actual risk exposures (see less)

Key Phrases: Monte Carlo, Market Models, General Electric, American Express, Exxon Mobil, South Africa, fixed strike deviations, volatility smile surface, strike volatilities, term structure forecasts, underlying price moves, diagonal vech (see more)

Key Phrases: Monte Carlo, Market Models, General Electric, American Express, Exxon Mobil, South Africa, Black Monday, America Online, Merrill Lynch, Component Eigenvalue Cumulative, Cisco Systems, Rob Engle, Hang Seng, Hewlett Packard, Hong Kong, Omega Omega Alpha Alpha Beta Beta, Principal Coefficient Component, Walt Disney, Bank of America, Boeing Corp, Ken Kroner, Straights Times, fixed strike deviations, volatility smile surface, strike volatilities, term structure forecasts, underlying price moves, diagonal vech, jumpy markets, risk covariance matrix, large covariance matrices, process volatility, frequency financial time series, common autocorrelation, volatility forecasts, international equity indices, linear portfolios, joint stationarity, statistical factor models, delta hedged portfolio, normal mixture densities, normal mixture density, strike volatility, normal mixture distributions, global minimum variance portfolio, sticky models, statistical volatility (see less)