Martin T. Wells is the Charles A. Alexander Professor of Statistical Sciences in the department of statistics and data science at Cornell University in Ithaca, NY.

A measure of similarity is useful for the trading of illiquid bonds, identification of similar tradable alternatives and pricing securities with few recent quotes or trades. QCML for supervised ...

Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits ...

The Basel Committee on Banking Supervision introduced a CVA capital charge in 2010, after noting that CVA variability accounted for roughly two-thirds of counterparty credit losses during the global ...