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Microsoft Word - OFR Working Paper 5 Systematic Scenario Selection
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Document Date: 2015-06-11 15:34:15

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File Size: 1,01 MB

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Spiegel / /

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IndustryTerm

probability law / grid search / systematic search / statistical tools / iterative search / risk management / important tool / /

Organization

U.S. DEPARTMENT OF THE TREASURY office of Financial Research Working Paper / International Monetary Fund / US Federal Reserve / European Union / Federal Housing Finance Agency / Financial Management Association / U.S. Treasury / office of Financial Research / European Banking Authority / Eastern Finance Association / /

Person

George G. Korenko / Greg Feldberg / Dennis Bams / Martinez Peria / Bertrand Candelon / Alan Genz / Peyton Young / Bryan Goudie / Jonathan Sokobin / Paul Glasserman / Kang / Alexander McNeil / Benjamin Kay / Huang / Mark D / Mark D. Flood† George / /

Position

Senior Vice President / Edgeworth Economics / Governor / Senior Policy Advisor / individual portfolio manager / investment advisors / /

Technology

Simulation / /

URL

www.treasury.gov/ofr / /

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