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February 21, 2007

Potential Future Exposure - Theory and Implementation

PRMIA Calgary thanks Dominic Pazzula (SAS/Risk Advisory) and Reza Simchi (Nexen Inc.) for their presentations on PFE yesterday. The presentations generated thoughtful discussion among audience members as we examined the issues associated with developing and implementing a PFE framework. Dominic's and Reza's powerpoint presentations are available here:
PFE Simulation Methodology
Credit PFE for Energy Entities

Posted by sdalton at 04:03 PM | Comments (0)