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BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion.

Brian BlankErika LuncefordJohn MorikSong HeMadhusudan RanaPavithran RajendranGnanadeeban GnanapandithanKatherine LajoieBoris KatsMadangopal RevoorVictor O'LaughlenPrasad Lakshminarsimha Kompella
Published in: Interfaces (2017)
Keyphrases
  • credit risk
  • exchange rate
  • credit risk evaluation
  • evaluation method
  • optimization algorithm
  • risk analysis
  • commercial banks
  • credit scoring
  • briefly introduced
  • listed companies