Business Jacobs stress testing_aug13_8-15-13_v4

1. Stress Testing Credit Risk Portfolios Michael Jacobs, Ph.D., CFA Senior Manager and Risk Advisor Enterprise Risk Services / Government and Regulatory Services Deloitte…

Documents Jacobs Mdl Rsk Par Crdt Der Risk Nov2011 V17 11 7 11

1. Risk Parameter Modeling for Credit Derivatives Michael Jacobs, Ph.D., CFA Senior Financial EconomistCredit Risk Analysis Division U.S. Office of the Comptroller of the…

Documents Jacobs Str Tst Crdt Prtfl Risk Mar2012 3 22 12 V20 Nomacr

1. Stress Testing Credit RiskPortfoliosMichael Jacobs, Ph.D., CFA Senior Financial EconomistCredit Risk Analysis Division U.S. Office of the Comptroller of the CurrencyRisk…

Economy & Finance Modeling Practice of Risk Parameters for Consumer Portfolio

1. Modeling Practice of Risk Parametersfor Consumer Portfolio YuanMing Guo, Consumer Credit Risk Director, 5/3 Bancorp WenSui Liu, Risk Analytics Manager, 5/3 BancorpCopyright…