Tags » CCAR

Are These Losses from The Same Distribution?

In Advanced Measurement Approaches (AMA) for Operational Risk models, the bank needs to segment operational losses into homogeneous segments known as “Unit of Measures (UoM)”, which are often defined by the combination of lines of business (LOB) and Basel II event types. 302 more words


RapidMatter - Enterprise-Architecture-Design-as-a-Service

 I am kick-starting a GitHub project called RapidMatter.  The live version of this GNU General Public Licence prototype will run at RapidMatter.com, which I will fund personally through the earnings of my blog… 882 more words


Mishkan HaNefesh (Our New Machzor) - A collection of links to whet the appetite

With the imminent arrival of the Reform movement’s new machzor (High Holy Day prayerbook), I want to begin to share resources and articles to help us all get to know… 132 more words

High Holy Days

Autoregressive Conditional Poisson Model - I

Modeling the time series of count outcome is of interest in the operational risk while forecasting the frequency of losses. Below is an example showing how to estimate a simple ACP(1, 1) model, e.g. 95 more words

Statistical Models

Plastic Bags for C-CAR

Let us know if you need plastic bags, i.e. the large, clear bags that you can use if you have multiple books going to one location. 65 more words

March Cashflow and Purchase of Citigroup

Hi Everyone, quick update. I have been very busy with work however I wanted to make sure I’m on top of transactions.

Cash Inflow March 10th to portfolio for a bit less than 2% of portfolio value. 46 more words

Portfolio Update

HRC Religion Council Member First Openly-Lesbian Rabbi President of CCAR

According to the HRC’s Michael Toumayan, Manager of the Religion and Faith Programme, for the first time in the 125-year history of the Central Conference of American Rabbis – the rabbinical arm of the Reform Judaism movement– an openly LGBT person will serve as president of the organization. 221 more words