Model risk of risk models
Year of publication: |
April 2016
|
---|---|
Authors: | Daníelsson, Jón ; James, Kevin ; Valenzuela, Marcela ; Zer, Ilknur |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 23.2016, p. 79-91
|
Subject: | Model risk | Systemic risk | Value-at-Risk | Expected shortfall | Basel III | Theorie | Theory | Finanzdienstleistung | Financial services | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Modellierung | Scientific modelling | Portfolio-Management | Portfolio selection |
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