How to Gain Confidence in the Results of Internal Risk Models? Approaches and Techniques for Validation
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DOI: 10.3390/risks11050098
Abstract: The development of risk models for managing portfolios of financial institutions and insurance companies requires, both from the regulatory and management points of view, a strong validation of the quality of the results provided by… read more here.
Keywords: internal risk; risk models; risk; confidence results ... See more keywords