ERM Resource |
27/05/2019 |
Model risk of risk models |
Model Risk, Model Risk, No category |
ERM Resource |
27/05/2019 |
A New Approach to Assessing Model Risk in High Dimensions |
Model Risk, Model Risk, No category |
ERM Resource |
07/09/2017 |
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk |
Capital Requirements, expected shortfall, Model Risk, No specific risk, Risk Reporting and Communication, value-at-risk |
ERM Resource |
29/07/2015 |
Theory and Practice of Model Risk Management |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
How Model Risk devestated an organization |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Model Risk |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Model Risk Management: Quantitative and Qualitative Aspects |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Mastering Model Risk:
Assessment, Regulation
and Best Practices |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
New Supervisory Guidance on Model Risk Management |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Model risk mitigation and cost reduction through effective design |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Model risk mitigation and cost reduction through effective documentation |
Model Risk, Model Risk, No category |
ERM Resource |
29/07/2015 |
Model Risk of Risk Models |
Basel III, CoVaR, expected shortfall, financial stability, MES, Model Risk, Model Risk, No category, risk management, Systemic Risk, Value{at{Risk |
ERM Resource |
29/07/2015 |
Model Behavior: Adopting an Enterprise Approach to Model Risk Management |
Model Risk, Model Risk, No category |