Tags » CCAR

Interview with CCDE/CCAr Program Manager Elaine Lopes

I am currently studying for the CCDE exam. Elaine Lopes is the program manager for the CCDE and CCAr certification. I’ve had the pleasure of interacting with her online and meeting her at Cisco Live as well. 1,458 more words

CCDE

C-Car schedule for TCursday and Friday July 16-17, 2015

The Eastern CT driver will be out the rest of this week. It is hopeful that he will return to normal schedules again on Monday. 45 more words

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

S+/R

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

VCDX

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

CCAR

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