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Interest Rate Model Risk
because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Chairperson’s Corner: SOA Plans New Risk Management Section
Chairperson’s Corner: SOA Plans New Risk Management Section Chairperson’s Corner: SOA ... membership would want us to retain investments as the primary focus, rather than shift to risk management, even ...- Authors: Douglas A George
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Finance & Investments