Now showing items 1-2 of 2

    • The management, mitigation and measurement of model risk in financial risk models 

      Van Biljon, L. (North-West University, 2018)
      Financial risk models are simplifications of complex real-world phenomena used to better understand the intricate nature of an underlying process such as the loss generating process in financial risk analyses. Due to this ...
    • Model misspecification in Financial Risk Management 

      Stiglingh, Zonia Chandré (North-West University (South Africa), 2022)
      Model risk has become more relevant over the past few decades. A few reasons that attribute to the rise in awareness and interest in model risk include the requirement of advanced risk models by financial sector authorities, ...