{"id":"https://openalex.org/W4234530021","doi":"https://doi.org/10.1109/wsc.2005.1574459","title":"A Loss Default Simulation Model of the Federal Bank Deposit Insurance Funds","display_name":"A Loss Default Simulation Model of the Federal Bank Deposit Insurance Funds","publication_year":2006,"publication_date":"2006-01-25","ids":{"openalex":"https://openalex.org/W4234530021","doi":"https://doi.org/10.1109/wsc.2005.1574459"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2005.1574459","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2005.1574459","pdf_url":null,"source":{"id":"https://openalex.org/S4363608800","display_name":"Proceedings of the Winter Simulation Conference, 2005.","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference, 2005.","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013663257","display_name":"R.L. Bennett","orcid":null},"institutions":[{"id":"https://openalex.org/I1320395740","display_name":"Federal Deposit Insurance Corporation","ror":"https://ror.org/01ytw4e80","country_code":"US","type":"government","lineage":["https://openalex.org/I1320395740"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"R.L. Bennett","raw_affiliation_strings":["FDIC, Washington D.C., USA"],"affiliations":[{"raw_affiliation_string":"FDIC, Washington D.C., USA","institution_ids":["https://openalex.org/I1320395740"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083894016","display_name":"D.A. Nuxoll","orcid":null},"institutions":[{"id":"https://openalex.org/I1320395740","display_name":"Federal Deposit Insurance Corporation","ror":"https://ror.org/01ytw4e80","country_code":"US","type":"government","lineage":["https://openalex.org/I1320395740"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"D.A. Nuxoll","raw_affiliation_strings":["FDIC, Washington D.C., USA"],"affiliations":[{"raw_affiliation_string":"FDIC, Washington D.C., USA","institution_ids":["https://openalex.org/I1320395740"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5043337231","display_name":"R.A. Jarrow","orcid":null},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"R.A. Jarrow","raw_affiliation_strings":["Johnson School of Management, Cornell University, Ithaca, NY, USA"],"affiliations":[{"raw_affiliation_string":"Johnson School of Management, Cornell University, Ithaca, NY, USA","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060897229","display_name":"Mengmei Fu","orcid":null},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"M.C. Fu","raw_affiliation_strings":["Smith School of Business, University of Maryland, College Park, MD, USA"],"affiliations":[{"raw_affiliation_string":"Smith School of Business, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5066426492","display_name":"Huiju Zhang","orcid":null},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Huiju Zhang","raw_affiliation_strings":["Smith School of Business, University of Maryland, College Park, MD, USA"],"affiliations":[{"raw_affiliation_string":"Smith School of Business, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5013663257"],"corresponding_institution_ids":["https://openalex.org/I1320395740"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.62318841,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"1835","last_page":"1843"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9927999973297119,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/deposit-insurance","display_name":"Deposit insurance","score":0.7376719117164612},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6072497367858887},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.5900638103485107},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.5614461302757263},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.4603137671947479},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.4455983340740204},{"id":"https://openalex.org/keywords/credit-valuation-adjustment","display_name":"Credit valuation adjustment","score":0.4428042769432068},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4416772425174713},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.42507097125053406},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3525528311729431},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3330461382865906},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.22566664218902588},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1020868718624115},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06488582491874695}],"concepts":[{"id":"https://openalex.org/C2777817046","wikidata":"https://www.wikidata.org/wiki/Q376935","display_name":"Deposit insurance","level":2,"score":0.7376719117164612},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6072497367858887},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.5900638103485107},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.5614461302757263},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.4603137671947479},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.4455983340740204},{"id":"https://openalex.org/C89997419","wikidata":"https://www.wikidata.org/wiki/Q2828882","display_name":"Credit valuation adjustment","level":4,"score":0.4428042769432068},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4416772425174713},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.42507097125053406},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3525528311729431},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3330461382865906},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.22566664218902588},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1020868718624115},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06488582491874695},{"id":"https://openalex.org/C24308983","wikidata":"https://www.wikidata.org/wiki/Q5183781","display_name":"Credit reference","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/wsc.2005.1574459","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2005.1574459","pdf_url":null,"source":{"id":"https://openalex.org/S4363608800","display_name":"Proceedings of the Winter Simulation Conference, 2005.","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference, 2005.","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4300000071525574}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W2005030743","https://openalex.org/W2084716442","https://openalex.org/W2118891973","https://openalex.org/W2170444200","https://openalex.org/W2970576388","https://openalex.org/W3121285533","https://openalex.org/W3122084409","https://openalex.org/W3125744792","https://openalex.org/W4205302168","https://openalex.org/W4207025438","https://openalex.org/W4214653729"],"related_works":["https://openalex.org/W3122767363","https://openalex.org/W4243831181","https://openalex.org/W2174137427","https://openalex.org/W1571844936","https://openalex.org/W2019076357","https://openalex.org/W1864548409","https://openalex.org/W132886633","https://openalex.org/W2301514279","https://openalex.org/W2272380430","https://openalex.org/W1724072287"],"abstract_inverted_index":{"This":[0],"paper":[1],"discusses":[2],"a":[3,10,31,86],"simulation":[4,102],"model":[5,73],"that":[6],"is":[7,89],"used":[8],"in":[9],"martingale":[11],"valuation":[12,95],"approach":[13],"to":[14,38,63],"measure":[15],"and":[16,61,83,94],"value":[17],"the":[18,21,52,65,68,74,104],"risk":[19,66,92],"of":[20,33,40,67,103],"FDIC":[22,27],"deposit":[23,81],"insurance":[24,28,34,53],"funds.":[25],"The":[26,91],"funds":[29],"capitalize":[30],"portfolio":[32],"policies,":[35],"each":[36,58],"issued":[37],"depositors":[39,56],"an":[41],"individual":[42,59],"commercial":[43],"bank.":[44],"To":[45,71],"evaluate":[46],"this":[47],"portfolio,":[48],"our":[49],"methodology":[50],"evaluates":[51],"policies":[54],"for":[55],"at":[57],"bank":[60],"aggregates":[62],"obtain":[64],"entire":[69],"portfolio.":[70],"adequately":[72],"risks":[75],"associated":[76],"with":[77],"credit,":[78],"interest":[79],"rate,":[80,85],"growth,":[82],"loss":[84],"multidimensional":[87],"system":[88,105],"formulated.":[90],"measurement":[93],"results":[96],"are":[97],"based":[98],"on":[99],"Monte":[100],"Carlo":[101],"risks.":[106]},"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}