Capital Markets School - October 2023

Internal Use Only

Model Inputs

Dr. Jones. Source code copyright © 2013 ‐ 2017 Dave Jones,

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Internal Use Only

Model Inputs

First Step of the Modeling Process – Getting the Bank into the Box • Complete Profile of the Bank • Capture the Structure, Optionality, and Points of Risk Granularity versus Aggregation Accuracy is critical

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