Michael Jacobs, Jr.
17 SlideShares 42 Followers 61 Folgens
Personal Information
Unternehmen/Arbeitsplatz
Greater New York City Area United States
Beruf
Principal Director at Accenture
Branche
Finance / Banking / Insurance
Webseite
http://www.michaeljacobsjr.com
Info
Researcher and practitioner in economics and finance for 20 years. Recently interested in all aspects of risk management - stress testing, model risk, credit risk, risk aggregation, economic capital, model development and validation, prudential regulation (CCAR, Basel capital accord), markets (distressed debt), derivatives (structured products), financial distress and bankruptcy. Previously did work on RAROC and capital modelling, term structure and futures markets. Began career in quantitative equity research. Specialties: Credit Risk, Corprorate Credit Modeling, Distressed Debt, Basel II, Quanatitative Analysis, Econometric Methods, Computational Finance, Bayesian Methods.
Kontaktdetails
Tags
credit risk basel iii market risk stress testing liquidity risk lgd ead basel ii basel ccar model risk basel iii dodd-frank financial crisis economic capital banking risk management. basel ii pd credit derivatives correlation trading derivatives risk management systemic risk dodd-frank fianncial crisis default risk loss given default carey and gordy geske frye basel 2 merton black and cox creditrisk fast fourrier transform
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Aktuellste Beliebteste SlideShares

Jacobs stress testing_aug13_8-15-13_v4

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Empirical Analysis of Bank Capital and New Regulatory Requirements for Risks in Trading Portfolios

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Jacobs Mdl Rsk Par Crdt Der Risk Nov2011 V17 11 7 11

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Jacobs Liquidty Risk Garp 2 16 12

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Jacobs Dofdd Frank&Basel3 Risk Nov11 11 8 11 V1

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Lgd Model Jacobs 10 10 V2[1]

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Bag Jacobs Ead Model Ccl Irmc 6 10

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Jacobs Kiefer Bayes Guide 3 10 V1

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Val Econ Cap Mdls Risk Conf Jacobs 1 10 V1

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Risk Aggregation Inanoglu Jacobs 6 09 V1

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Understanding and Predicting Ultimate Loss-Given-Default on Bonds and Loans

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An Empirical Study of Exposure at Default

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An Empirical Study of the Returns on Defaulted Debt and the Discount Rate for Loss-Given-Default

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