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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |