Model risk and techniques for controlling market parameters. The experience in Banco Popolare
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6b857b42-548f-416f-b37f-d, Tilburg University, School of Economics and Management.
- Kerkhof, F.L.J. & Melenberg, B. & Schumacher, J.M., 2002. "Model Risk and Regulatory Capital," Discussion Paper 2002-27, Tilburg University, Center for Economic Research.
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More about this item
Keywords
model risk; market parameters; control process;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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