the light at the end of tunnel ! hi all ,
after all the hard work , we are at time of harvesting ! but as we all know
that there still a few more hurdles ahead of us in order to release credit
reserve model at end of march , but on the bright side , vince kaminski has
promised us a big feast after we push the product out of door . so let commit
our self to do one last dash to the finish line !
here i composed a list of task that we need to accomplish for the release ,
let hit the items on the list and get it over with
continue the comparison test between old and new model winston
testing of theoretical deals ! finish the comparison between the theoretical
value and model valuation ! tanya t . winston j .
making the default probability table a configurable component and runtime
parameter . winston j . , ramesh g .
simulation dimension change for different analysis requirement , default path
5000 max and price path 1000 max . winston
interface to run the credit reserve in grms system ( for now ) ramesh
run time option , applying stress scenario on input curves for any or all
curves ( sensitivity analysis ) winston
runtime option , curve replacement for any or all curves ( attribution
analysis ) winston
validation of different insurance plan tanya , winston
intra - month position validation to see the impact of excluding of
intra - manoth position on credit reserve vicent tang , ramesh
exchange deals handling ( are they using the highest e - rating ? ) ramesh
saving credit reserve result , please grant winston and xiaojun the privilege
to save the result into production database , ramesh , winston , xiaojun
credit reserve on legal id , based on the data clean up of all spreadsheets (
not scheduled ) !
deployment plan . one credit instance at any time until we get out new
computing server ( probably in april time frame )
this list may be an ever changing list and may also incomplete , please let me
know if i missed anything or any deletions and additions ! please let me know
if anything i can clarify .
thanks !
jonathan
the light at the end of tunnel !
hi all ,
after all the hard work , we are at time of harvesting ! but as we all know
that there still a few more hurdles ahead of us in order to release credit
reserve model at end of march , but on the bright side , vince kaminski has
promised us a big feast after we push the product out of door . so let commit
our self to do one last dash to the finish line !
here i composed a list of task that we need to accomplish for the release ,
let hit the items on the list and get it over with
continue the comparison test between old and new model winston
testing of theoretical deals ! finish the comparison between the theoretical
value and model valuation ! tanya t . winston j .
making the default probability table a configurable component and runtime
parameter . winston j . , ramesh g .
simulation dimension change for different analysis requirement , default path
5000 max and price path 1000 max . winston
interface to run the credit reserve in grms system ( for now ) ramesh
run time option , applying stress scenario on input curves for any or all
curves ( sensitivity analysis ) winston
runtime option , curve replacement for any or all curves ( attribution
analysis ) winston
validation of different insurance plan tanya , winston
intra - month position validation to see the impact of excluding of
intra - manoth position on credit reserve vicent tang , ramesh
exchange deals handling ( are they using the highest e - rating ? ) ramesh
saving credit reserve result , please grant winston and xiaojun the privilege
to save the result into production database , ramesh , winston , xiaojun
credit reserve on legal id , based on the data clean up of all spreadsheets (
not scheduled ) !
deployment plan . one credit instance at any time until we get out new
computing server ( probably in april time frame )
this list may be an ever changing list and may also incomplete , please let me
know if i missed anything or any deletions and additions ! please let me know
if anything i can clarify .
thanks !
jonathan