Practice-relevant model validation: distributional parameter risk analysis in financial model risk management

An objective of model validation within organisations is to provide guidance on model selection decisions that balance the operational effectiveness and structural complexity of competing models. We consider a practice-relevant model validation scenario where a financial quantitative analysis team s...

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Detalles Bibliográficos
Autores principales: Cummins, Mark, Gogolin, Fabian, Kearney, Fearghal, Kiely, Greg, Murphy, Bernard
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8895696/
https://www.ncbi.nlm.nih.gov/pubmed/35261423
http://dx.doi.org/10.1007/s10479-022-04574-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8895696/
https://www.ncbi.nlm.nih.gov/pubmed/35261423
http://dx.doi.org/10.1007/s10479-022-04574-x

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