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• Main Page
  * [[:Category:EEIO | Environmental Extended Input-Output Models]] (Update) ...www.openriskacademy.com/course/view.php?id=64 Introduction to Input-Output Models using Python]
  19 KB (2,486 words) - 19:41, 23 April 2024
• Monte Carlo Simulation of Credit Portfolios
  ...ution is obtained it is possible to estimate various risk measures for the credit portfolio. There are several broad categories of models (which generally overlap) and very many variations in data inputs, model sp
  4 KB (586 words) - 20:49, 21 November 2022
• Credit Portfolio Management
  ...efining characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregat == Credit Portfolio Management Approaches ==
  7 KB (943 words) - 14:41, 15 November 2021
• Credit Portfolio Model
  ...' denotes any mathematical framework that aims to emulate the evolution of credit systems There is a large variety of possible credit portfolio models reflecting the diversity of both
  3 KB (429 words) - 14:55, 23 June 2020
• Best Practices in Credit Portfolio Management
  == Best Practices in Credit Portfolio Management == ...oosely on the original publications of IACPM<ref>IACPM, Sound Practices in Credit Portfolio Management, 2005</ref>, the BIS<ref>BIS, Range of Practices and I
  12 KB (1,494 words) - 20:11, 11 March 2024
• Conditional Independence
  ...nsideration in the context of the development of [[Probabilistic Graphical Models]] In the context of a [[Credit Network]] model is a stochastic framework where the realisation of [[Risk F
  1 KB (190 words) - 21:02, 11 September 2020
• BCBS WP29
  ...odels - prove useful for broadening stress tests, as these models consider contagion through common exposure, interbank funding relationships and the endogenous
  3 KB (481 words) - 11:50, 26 March 2021