摘要翻译：
模型风险对任何风险度量过程都有巨大的影响，因此模型风险的量化是至关重要的一步。本文介绍了在给定类内选择特定参考模型时模型风险的三种定量测度：模型风险的绝对测度、模型风险的相对测度和模型风险的局部测度。每一种措施都有特定的目的，因此允许灵活性。我们通过研究一些相关的例子来说明各种概念，以强调我们的方法的实用性和易操作性。
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英文标题：
《Assessing Financial Model Risk》
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作者：
Pauline Barrieu, Giacomo Scandolo
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
Model risk has a huge impact on any risk measurement procedure and its quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the absolute measure of model risk, the relative measure of model risk and the local measure of model risk. Each of the measures has a specific purpose and so allows for flexibility. We illustrate the various notions by studying some relevant examples, so as to emphasize the practicability and tractability of our approach.
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