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WSC
2004
13 years 6 months ago
Modeling and Simulation of Consumer Credit Originations Processes
Staffing decisions in a consumer credit origination environment have a significant impact on the financial institution's costs as well as customer service levels. Staff resou...
Hung-Nan Chen, Jihong Jin, Geetha Rajavelu, Charle...
WSC
2007
13 years 7 months ago
Estimating tranche spreads by loss process simulation
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Kay Giesecke, Baeho Kim
FCCM
2008
IEEE
205views VLSI» more  FCCM 2008»
13 years 11 months ago
Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
David B. Thomas, Wayne Luk
HICSS
2006
IEEE
102views Biometrics» more  HICSS 2006»
13 years 10 months ago
A Model for Simulation Analyses of Cooperative Sourcing in the Banking Industry
This paper presents a model for investigating causes and effects of Cooperative Sourcing in the banking industry. Cooperative Sourcing means merging of similar processes by severa...
Daniel Beimborn
WSC
2008
13 years 7 months ago
Application of fuzzy-MRP-II in fast moving consumer goods manufacturing industry
In today's global marketplace, the information associated with a product is fast becoming a critical link in the supply chain. Especially in fast moving consumer goods (FMCGs...
Jiping Niu, John Dartnall