The quantification and aggregation of model risk : perspectives on potential approaches
Michael Jacobs Jr.
| Year of publication: |
2015
|
|---|---|
| Authors: | Jacobs, Michael <Jr.> |
| Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2015, 2, p. 124-154
|
| Subject: | financial crisis | model risk | SR 11-7 | stress-testing | Bayesian | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Theorie | Theory | Bayes-Statistik | Bayesian inference | Risiko | Risk | Finanzmarkt | Financial market | Bankrisiko | Bank risk | Aggregation |
| 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/10011527495