Potential future exposure models (PFE)
Carlos Blanco outlines an approach to counterparty risk using potential future exposure
Quants find way to streamline future value calculations for exotic
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Risk technology firms, Pennsylvania-based Financial Software Systems (FSS), and New York-based PFS Trader Tools, said today that they are working together to develop a Web-based foreign exchange tra...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.