Showing 1 - 2 of 2
The quality of statistical risk models is much lower than often assumed. Such models are useful for measuring the risk of frequent small events, such as in internal risk management, but not for systemically important events. Unfortunately, it is common to see unrealistic demands placed on risk...
Persistent link: https://www.econbiz.de/10005402779
Persistent link: https://www.econbiz.de/10005402849