Sumit Mathur

SAS Institute Inc.

Risk Expert

100 SAS Campus Drive

Cary, NC 27513-2414

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 22,620

in Total Papers Downloads

2,303

SSRN CITATIONS

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Scholarly Papers (6)

1.

Liquidity Risk Management after the Crisis

Number of pages: 28 Posted: 13 May 2012
Sumit Mathur and Jimmy Skoglund
SAS Institute Inc. and SAS Institute Inc.
Downloads 842 (30,405)

Abstract:

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Liquidity risk, Basel III, Collateral, Derivatives, LCR, NSFR

2.

Counterparty Exposure Management in the Basel III Era

Number of pages: 23 Posted: 13 May 2012 Last Revised: 27 Mar 2013
Sumit Mathur and Jimmy Skoglund
SAS Institute Inc. and SAS Institute Inc.
Downloads 565 (51,868)

Abstract:

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3.

Risk Aggregation: Issues and Perspectives

Journal of Compliance, Risk and Opportunity, 2010
Number of pages: 11 Posted: 29 May 2010 Last Revised: 13 Jun 2010
Sumit Mathur
SAS Institute Inc.
Downloads 288 (114,636)

Abstract:

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risk, banking risk, economic capital, risk aggregation, risk control, risk coherence, risk limits, capital allocation, basel II, capital, risk management, banking

4.

Case Study: Design for Liquidity Stress Testing

Number of pages: 4 Posted: 15 Nov 2014
Sumit Mathur
SAS Institute Inc.
Downloads 248 (134,023)

Abstract:

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Liquidity risk, Financial crisis, Liquidity coverage ratio, Basel III

5.

Capital Management in Banks

Indian Banker, Vol 4, No. 12, December 2009
Number of pages: 6 Posted: 07 Feb 2010
Sumit Mathur
SAS Institute Inc.
Downloads 246 (135,097)

Abstract:

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economic capital, capital, basel II, capital planning, capital optimization, risk management

6.

Capital Management for Banking: Dawn of a New Era

Number of pages: 18 Posted: 22 Jun 2014
Sumit Mathur
SAS Institute Inc.
Downloads 114 (261,449)

Abstract:

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risk management, capital adequacy, stress testing, capital planning, CCAR, Dodd-Frank