Hassani, Bertrand K - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2015
One of the main concern and regulatory topic financial institutions have to deal with is the model risk. Senior … managers tend to consider more and more model risk as one of the highest exposure a financial institution has (as illustrated …, while the concept seems relatively simple, the definition of the model risk (traditional and regulatory), the origins of …
