Adrien Papaioannou

IHS Markit

25 Ropemaker Street

4th floor Ropemaker Place

London, EC2Y 9LY

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

150

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

A Probabilistic Graphical Models Approach to Model Interconnectedness

Number of pages: 15 Posted: 30 Nov 2017 Last Revised: 16 Mar 2019
Alexander Denev, Adrien Papaioannou and Orazio Angelini
Deloitte Financial Advisory Services, IHS Markit and IHS Markit
Downloads 150 (197,218)

Abstract:

Loading...

Probabilistic Graphical Models, Stress Testing, Model Risk