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  • Beware stochastic model risk!
    Beware stochastic model risk! The article warns against treating the results of a stochastic model with ... describes some hidden risks involved with choice of model and calibration. Statistical methods 9/17/2019 ...

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    • Authors: Stephen Strommen
    • Date: Sep 2019
    • Competency: Professional Values; Technical Skills & Analytical Problem Solving
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
  • What Makes an Economic Scenario Generator "Realistic"?
    What Makes an Economic Scenario Generator "Realistic"? Explains ... stochastic modeling of credit spreads, inflation and exchange rate risk. credit risk;foreign exchange;inflation;economic ...

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    • Authors: Jonathan Mossman
    • Date: Aug 2015
    • Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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