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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 ... Disclosures and the Credit Crisis This article talks about risk disclosure and daily VaR of banks. Value ...- 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
provide a false sense of security, hiding the evidence that the entire range of indications may hinge ... making sure the time series includes stressed environments when possible. If a model of underwriting ...- 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 ...- Authors: Parr T Schoolman
- Date: Mar 2012
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods