Pritsker

Banking and Securitization

Banking and Securitization Wenying Jiangli, Matthew Pritsker, Peter Raupach * August 16,2007 Abstract We present a monitoring-based model of banking in which banks can fund their activities with debt, equity, loan sales, and asset securitization.

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IN THE UNITED STATES DISTRICT COURT FOR THE EASTERN DISTRICT ...

in the united states district court for the eastern district of pennsylvania united states,: plaintiff,: civil action: robert pritsker,: relator,:: v.

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Enhanced Stress Testing and Financial Stability

Matt Pritsker'scontact information is as follows: ph: (617) 973-3191, email: mpritskeratfrb.gov. The views expressed in this paper are those of the author but not necessarily those of the Federal Reserve Bank of Boston, the Board of Governors of the Federal Reserve System or other members of their ...

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Conference on the Interaction of Market and Credit Risk

Banking and Securitization Wenying Jiangli, Matthew Pritsker, Peter Raupach ∗ November 23,2007 Abstract We present a monitoring-based model of banking in which banks can fund their activities with debt, equity, loan sales, and asset securitization.

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The HiddenDangers of Historical Simulation

The HiddenDangers of Historical Simulation Matthew Pritsker June 19,2001 Abstract Many large nancial institutions compute the Value-at-Risk (VaR) of their trading portfolios using historical simulation based methods, but the methods'properties are not well understood.

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A Rational Expectations Model of Financial Contagion

A Rational Expectations Model of Financial Contagion LauraE.Kodres and Matthew Pritsker This Version: April 19,2001 Forthcoming in the Journal of Finance Abstract We develop a multiple asset rational expectations model of asset prices to explain nancialmarket contagion.

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Professor Matt Pritsker B01.2311 Foundations of Finance

Professor Matt Pritsker B01.2311 Foundations of Finance The course is a rigorous, quantitative introduction to financial market structure, and financial asset valuation.

w4.stern.nyu.edu

JoVE Video Publication to Increase roductivity of Biomedical ...

MYJOVE CORPORATION 48 Grove street, suite 303 Somerville, MA 02144 USA Moshe Pritsker, Ph.D. Tel: 1-609-240-4504 www.jove.com

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Estimation of con tinuous-time models

Small-sample properties of nonparametric methods[Pritsker (1998), Chapman andPearson (1998)]. 6. Simulation-based estimation techniques: Indirect Inference, Ecient Method of Moments (EMM), Simulated Method of Moments (SMM).

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Proceedings ofthe 1996 Winter

staff at Pritsker Corporation. She holds an M.S. in Applied Mathematics from Purdue University. Since joining Pritsker Corporation in 1978, Ms.

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