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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Basel II defines operational risk as “the risk of direct or indirect loss resulting from inadequate or ... where a strategy that was not formulated with due care and skill turned into a good strategy. For example ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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A new approach to assessing model risk in high dimensions
in high dimensions the bounds computed using the direct method in Section 2 are close to the non-parametric ... that one underestimates the risk by computing a direct estimate of ρ( ∑ Xi) in some chosen benchmark ...- Authors: Carole Bernard, steven vanduffel
- Date: Mar 2015
- Topics: Enterprise Risk Management; Finance & Investments