Merrill Lynch Improves Liquidity Risk Management for Revolving Credit Lines.
Tom DuffyManos HatzakisWenyue HsuRuss LabeBonnie LiaoXiangdong (Sheldon) LuoJe OhAdeesh SetyaLihua YangPublished in: Interfaces (2005)
Keyphrases
- risk management
- risk evaluation
- risk analysis
- portfolio optimization
- financial markets
- financial institutions
- commercial banks
- decision support system
- risk assessment
- operational risk
- project management
- credit risk
- credit scoring
- risk factors
- financial services
- databases
- object oriented
- portfolio selection
- data sets
- relational databases