Model risk and techniques for controlling market parameters. The experience in Banco Popolare
Year of publication: |
2007-10
|
---|---|
Authors: | Bonollo, Michele ; Morandi, Davide ; Pederzoli, Chiara ; Torricelli, Costanza |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | model risk | market parameters | control process |
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