JSM2026
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David Lynch

Federal Reserve Board
2 appearances in the program

Sessions & presentations

Advances in Statistical Methods for Financial Risk Management
Presentation: Integrating Bank Risk Dimensions: A Copula-Based Framework for Risk Assessment Under Regime-Switching Interest Rate Environments
Topic-Contributed Paper Session · Sun, Aug 2 , 4:00 PM
Co-Author
Advances in Statistical Methods for Financial Risk Management
Presentation: Statistics of Initial Margin Exchanges with Applications to Stability of Financial Networks
Topic-Contributed Paper Session · Sun, Aug 2 , 4:00 PM
Co-Author