Model Risk and the Great Financial Crisis The Rise of Modern Model Risk Management

被引:0
|
作者
Brown, Jeffrey A. [1 ]
McGourty, Brad [1 ]
Schuermann, Til [1 ]
机构
[1] Oliver Wyman, New York, NY 10036 USA
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:339 / 353
页数:15
相关论文
共 50 条
  • [1] A systemic risk management model for SMEs under financial crisis
    Yiannaki, Simona Mihai
    [J]. INTERNATIONAL JOURNAL OF ORGANIZATIONAL ANALYSIS, 2012, 20 (04) : 406 - +
  • [2] MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING
    Jokhadze, Valeriane
    Schmidt, Wolfgang M.
    [J]. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2020, 23 (02)
  • [3] A New Financial Risk Management Model
    Duan Yuezhong
    Xie Xiguo
    Jin Yongsheng
    Cheng Che
    [J]. 2009 THIRD INTERNATIONAL SYMPOSIUM ON INTELLIGENT INFORMATION TECHNOLOGY APPLICATION, VOL 3, PROCEEDINGS, 2009, : 194 - +
  • [4] Model Risk in Financial Markets: From Financial Engineering to Risk Management
    Cummins, Mark
    McCullagh, Orla
    Murphy, Bernard
    [J]. QUANTITATIVE FINANCE, 2016, 16 (09) : 1333 - 1337
  • [5] Implication of the Financial Crisis and Credit Risk Controlling Model
    Xu Weide
    Wen Guoquan
    [J]. PROCEEDINGS OF 2010 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING, 2010, : 628 - +
  • [6] Model Selection and Averaging in Financial Risk Management
    Hartman, Brian
    Groendyke, Chris
    [J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2013, 17 (03) : 216 - 228
  • [7] An Integrated Risk Management Model for Financial Institutions
    Peng, Xiaofei
    [J]. 2009 INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, PROCEEDINGS, 2009, : 414 - 418
  • [8] Understanding Model Risk Management - Model Rationalization in Financial Industry
    Jean-Baptiste, Hevel
    Tao, Lixin
    Qiu, Meikang
    Gai, Keke
    [J]. 2015 IEEE 2ND INTERNATIONAL CONFERENCE ON CYBER SECURITY AND CLOUD COMPUTING (CSCLOUD), 2015, : 301 - 306
  • [9] The dispositif of risk management: Reconstructing risk management after the financial crisis
    Huber, Christian
    Scheytt, Tobias
    [J]. MANAGEMENT ACCOUNTING RESEARCH, 2013, 24 (02) : 88 - 99
  • [10] APLICATION OF THE BGM MODEL FOR INTEREST RATE RISK MANAGEMENT IN THE CZECH ENVIRONMENT AFTER FINANCIAL CRISIS
    Kralova, Dana Cichova
    [J]. POLITICKA EKONOMIE, 2015, 63 (06) : 714 - 740