AccessMyLibrary provides FREE access to over 30 million articles from top publications available through your library.
Create a link to this page
Copy and paste this link tag into your Web page or blog:
Freddie Adds 'Value at Risk' Analysis.(Federal Home Loan Mortgage)(Brief Article)
Rob Dean, senior vice president of market risk oversight for Freddie Mac, told the audience at the FDIC's symposium, "The Rise of Risk Management: Basel and Beyond," that Freddie used an enhanced form of Value at Risk (VaR) calculation to balance the risk in its mortgage loan portfolio. The FDIC sponsored the symposium, which was held at the offices of Credit Suisse First Boston here.
Mr. Dean made his remarks during a panel discussion entitled "Risk Management in Complex Institutions." Mr. Dean was one of four speakers in the panel, which was moderated by Miguel D. Browne, associate director of the FDIC's division of supervision and consumer protection.
A key tool for measuring market risk, according to Mr. Dean, is the VaR calculation. But risk managers at the GSE discovered that the tool as it is commonly used is inadequate at estimating actual risk, especially in times of market stress. Therefore, Freddie ...
- The state of market risk management.(Market Risk)
- Magazine article from: The RMA Journal Zeltkevic, Michael June 1, 2007 700+ words
...article presents the state of market risk management today as seen by the survey...reshaped the environment for market risk management. Traditional approaches...paying close attention to market risk management, and particularly to ensuring...
- NAPECOR's risk management venture (1).(Market Risk Management)(Sally Bennett)
- Magazine article from: Entrepreneurship: Theory and Practice Fairbanks, Stewart Vance, David A. Chrisman, James J. January 1, 2006 700+ words
...confronting Sally Bennett, the new Director of Market Risk Management (MRM), a unique department created within the...another grueling week in her new job as Director of Market Risk Management (MRM) for the Marketing Division of NAPECOR...
- Bettering Basle: risk management. (Basle Committee on market risk)
- Magazine article from: The Economist (US) December 9, 1995 700+ words
...shift in how market risk is regulated...way they manage market risk. Unfortunately...central to good risk management. Similarly...discussion about market risk, might call...Given that risk management is evolving fast...
- Tall order: restoring credibility and fortifying risk management at Fannie...
- Magazine article from: The RMA Journal McGinn, Carol March 1, 2007 700+ words
...former JPMorgan Chase head of Market Risk Management view his role at Fannie Mae...is also chairman of the RMA Market Risk Council, discusses what his...Interest rate risk, or market risk, because we have a portfolio...
- Ambac Financial Group, Inc. Announces David Wallis to Take over Responsibility...
- Press release article from: Business Wire June 28, 2005 700+ words
...David W. Wallis, Managing Director, will take over responsibility for Portfolio and Market Risk Management. As head of Portfolio and Market Risk Management, David will be responsible for the group that monitors individual credit exposures and...
- Risk management isn't for investors in derivatives, executive says.(Tanya Syblo...
- Magazine article from: The Bond Buyer Roy, Elizabeth January 22, 1996 700+ words
...at Capital Market Risk Advisors...result, risk management is now an...practices of risk management," which...Capital Market Risk Advisors...outlined Capital Market Risk Advisors' four risk management premises...
- Shin Kong Financial Holding Co Ltd Chooses Algorithmics For Enterprise Market...
- Press release article from: M2 Presswire September 15, 2008 700+ words
...Algorithmics For Enterprise Market Risk Management(C)1994-2008 M2...chosen Algorithmics' market risk solution for enterprise risk management across the whole group...about Algorithmics' market risk management solutions, please...
- Infinity Partners Demonstrate Trading and Risk Management Solutions Based on...
- Press release article from: Business Wire March 6, 1996 700+ words
...solution for trading and risk management. The products are...application for measuring market risk in trading portfolios...and sophisticated market risk management techniques. The...is used to measure market risk in trading portfolios...