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Risk Disclosures and the Credit Crisis
Risk Disclosures and the Credit Crisis This article talks about risk disclosure and daily VaR of banks ... banks. Value at risk=VAR; 10855 9/1/2009 12:00:00 AM ...- Authors: Parr T Schoolman
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Enterprise Risk Management
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Credit Crisis Lessons for Modelers
false sense of security, hiding the evidence that the entire range of indications may hinge on one or two ... sure the time series includes stressed environments when possible. If a model of underwriting risk indicates ...- Authors: Parr T Schoolman
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods
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Credit Crisis Lessons for Modelers
Credit Crisis Lessons for Modelers This article discusses how complex models can provide a ... false sense of security, hiding the evidence that the entire range of indications may hinge on one or two ...- Authors: Parr T Schoolman
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods