Risk Model Validation by Christian Meyer and Peter Quell

0关注
324
粉丝

已卖：113058份资源

泰斗

25%

还不是VIP/贵宾

-

TA的文库 其他...

大家开心文库

0%

威望: 9 级
论坛币: 1040734 个
通用积分: 1076.3767
学术水平: 3622 点
热心指数: 3604 点
信用等级: 3048 点
经验: 611849 点
帖子: 1865
精华: 204
在线时间: 2081 小时
注册时间: 2013-10-3
最后登录: 2026-1-17

楼主

大家开心 发表于 2014-6-16 14:24:19 |AI写论文

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Senior management are expected to make crucial business decisions using complex risk models that, without specialized quantitative financial knowledge, can lead to ill judged choices. The recent controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need for a consistent approach to answer the question What are risk models made for? and maybe even more importantly What are risk models NOT made for? . The report aims to explain: What risk model validation is; What risk models exist; How a risk model can fail; Which aspects of reality are included, and which aspects are excluded from a risk model; and How business decisions can be based on a risk models output. In addressing these issues, this report provides practical advice to the management of financial institutions and a toolbox to raise the key questions when it comes to integrating the results of quantitative models into business decisions.