The impact of model risk on capital reserves : a quantitative analysis
Philip Bertram, Philipp Sibbertsen and Gerhard Stahl
| Year of publication: |
June 2015
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|---|---|
| Authors: | Bertram, Philip ; Sibbertsen, Philipp ; Stahl, Gerhard |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/2015, 5, p. 69-97
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| Subject: | model risk | estimation risk | misspecification risk | Basel multiplication factor | empirical model specification | capital reserves | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Risikomaß | Risk measure | Modellierung | Scientific modelling | Risiko | Risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011438894