Model Risk and Regulatory Capital
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2002-27.
Date of creation: 2002
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capital requirements; (coherent) risk management; option pricing models; derivative pricing models;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
This paper has been announced in the following NEP Reports:
- NEP-ALL-2002-05-03 (All new papers)
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