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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 February 21, 2007 04:03 PM