Assessment of model risk in the aggregate : contribution of quantification
Liming Brotcke, Raymond Brastow
| Year of publication: |
2018
|
|---|---|
| Authors: | Brotcke, Liming ; Brastow, Raymond T. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 12.2018/2019, 1, p. 16-43
|
| Subject: | SR 11-7 | model life cycle | model risk | model validation | risk aggregation | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Modellierung | Scientific modelling | Kreditrisiko | Credit risk | Lebenszyklus | Life cycle | Aggregation | Bankrisiko | Bank risk | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012041830