Issues and Challenges in Model Risk Quantification - A Research Study

Model risk management stands at the forefront of risk management for many of today's ﬁnancial services ﬁrms. It can be understood as the risk of model failure due to incorrect inputs, flawed assumptions, and incorrect model design or model misuse. After the Global Crisis in 2008, many financial institutions have concentrated on model risk concepts to understand and evaluate the impact of model failures and ways to avoid the same

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Year of publication:	2017
Authors:	Mahapatra, Niraj
Publisher:	[2017]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com] ; Abstract [doi.org]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 5, 2017 erstellt Volltext nicht verfügbar
Other identifiers:	10.2139/ssrn.2922753 [DOI]
Classification:	z23 ; N20 - Financial Markets and Institutions. General, International, or Comparative ; M1 - Business Administration
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012962399