About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.
Year of publication: |
2011-03
|
---|---|
Authors: | Bertram, Philip ; Sibbertsen, Philipp ; Stahl, Gerhard |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Model risk | Estimation risk | Misspecification risk | Basel multiplication factor | Empirical model specification | Capital reserves |
Extent: | application/pdf |
---|---|
Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 28 pages |
Classification: | G12 - Asset Pricing ; G18 - Government Policy and Regulation |
Source: |
-
About the impact of model risk on capital reserves: A quantitative analysis
Bertram, Philip, (2011)
-
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip, (2015)
-
About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis
Bertram, Philip, (2011)
- More ...
-
Modellrisiko = Spezifikation + Validierung
Stahl, Gerhard, (2011)
-
Sibbertsen, Philipp, (2008)
-
About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis
Bertram, Philip, (2011)
- More ...