IEEE - Institute of Electrical and Electronics Engineers, Inc. - A loss default simulation model of the federal bank deposit insurance funds

Proceedings of the 2005 Winter Simulation Conference

Author(s): R.L. Bennett ; D.A. Nuxoll ; R.A. Jarrow ; M.C. Fu ; Huiju Zhang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2005
Conference Location: Orlando, FL, USA
Conference Date: 4 December 2005
Page Count: 9
ISBN (Paper): 0-7803-9519-0
DOI: 10.1109/WSC.2005.1574459
Regular:

This paper discusses a simulation model that is used in a martingale valuation approach to measure and value the risk of the FDIC deposit insurance funds. The FDIC insurance funds capitalize a... View More

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