Lessons learned from AQR : essential elements of the model review process
Year of publication: |
2015
|
---|---|
Authors: | Beinker, Mark ; Ivanov, Yuri ; Mainik, Andreas ; Irina, Ursachi |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 8.2015, 1, p. 76-82
|
Subject: | model review | risk mitigation | risk monitoring | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk | USA | United States | Risikomanagement | Risk management | Theorie | Theory | Bankrisiko | Bank risk |
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