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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 ...

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    • Authors: Parr T Schoolman
    • Date: Dec 2008
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods
  • 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 ...

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    • Authors: Parr T Schoolman
    • Date: Mar 2012
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods
  • 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 09/01/2009 05:00:00 ...

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    • Authors: Parr T Schoolman
    • Date: Sep 2009
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management
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