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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. 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
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 ...- Authors: Parr T Schoolman
- Date: Mar 2012
- 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 Complex models can provide a false sense of security, hiding the evidence that the entire range of indications may hinge on one or two key assumptions. Use ...- Authors: Parr T Schoolman
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods