摘要翻译:
本文描述了巴塞尔协议规范下的现代银行系统所使用的银行机械操作,以便为适合计算机模拟的可验证和完整的银行系统描述提供支持。请就本文件的内容提供反馈,包括这里描述的业务,以及任何已知的国家、区域或地方在其结构和做法方面的差异。
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英文标题:
《Description of the Operational Mechanics of a Basel Regulated Banking
System》
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作者:
Jacky Mallett
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最新提交年份:
2012
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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英文摘要:
This paper presents a description of the mechanical operations of banking as used in modern banking systems regulated under the Basel Accords, in order to provide support for a verifiable and complete description of the banking system suitable for computer simulation. Feedback is requested on the contents of this document, both with respect to the operations described here, and any known national, regional or local variations in their structure and practice.
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PDF链接:
https://arxiv.org/pdf/1204.1583