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Mikael Benizri

Chappuis Halder

United States

SCHOLARLY PAPERS

1

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358

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0

Scholarly Papers (1)

1.

Model Risk Management | How to Measure and Quantify Model Risk?

Global Research & Analytics Dept., 2019
Number of pages: 21 Posted: 14 Apr 2020
Mikael Benizri and Benoit Genest
Chappuis Halder and Chappuis Halder & Cie. - London Office
Downloads 358 (208,972)

Abstract:

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Models, Risk Modeling, Model Risk Management (MRM), Credit Risk, Expected Loss (EL), Margin of Conservatism (MoC), Normal Distribution, Central Limit Theorem, Markovian Process