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• Controlling risk across an enterprise: don't forget the marketing function 

  The Basel toolbox already has proven to have more than one application. Financial institutions can make even greater use of this resource by...

  RMA Journal, The, 10/01/05 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II common problems, practical solutions part 5: artificial neural networks 

  This article continues the series dealing with modeling requirements for Basel II. Previous articles have focused on missing data, model-building...

  RMA Journal, The, 09/01/04 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II: common problems, practical solutions: Part 4: time to default 

  Previous articles in this series have focused on the problems of missing data, model-building strategies, and special challenges in model...

  RMA Journal, The, 07/01/04 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II: common problems, practical solutions: part 3: model validation 

  Previous articles in this series have focused on the problems of missing data and how to get the most out of the information you do have. This...

  RMA Journal, The, 06/01/04 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II: common problems, practical solutions: part 2: modeling strategies 

  Continuing the series dealing with requirements for Basel II and building PD and LGD models, this article offers some tips in model-building...

  RMA Journal, The, 05/01/04 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II: common problems, practical solutions Part 1: missing data 

  This article continues the series introduced in the May and June 2003 issues of The RMA Journal on modeling requirements for Basel II. Previous...

  RMA Journal, The, 04/01/04 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II modeling requirements: Part 4: stress testing 

  Earlier articles in this series focused on the development and validation of PD and LGD models. In contrast, this fourth and final article...

  RMA Journal, The, 09/01/03 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II modeling requirements: Part 3: putting it all together 

  This article, the third in a four-part series, describes the development of an analytics platform by SunTrust that integrates Basel II requirements...

  RMA Journal, The, 07/01/03 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II modeling requirements; part 2: model validation 

  This article, the second in a four-part series, discusses some approaches to the validation of statistical models as required by the new Capital...

  RMA Journal, The, 06/01/03 by Jeffrey S. Morrison · More from publication

• Preparing for Basel II modeling requirements; Part 1: model development 

  Gain the benefit of a regional bank's experience. In this first of four articles, Jeff Morrison discusses SunTrust Banks' approach to statistical...

  RMA Journal, The, 05/01/03 by Jeffrey S. Morrison · More from publication