Model Risk and the Great Financial Crisis

Jeffrey A. Brown, Brad McGourty and Til Schuermann

Chapter 15 in The New International Financial System:Analyzing the Cumulative Impact of Regulatory Reform, 2015, pp 339-353 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe Rise of Model Risk Management in BankingModel Risk Management Today …and Going ForwardReferences

Keywords: Financial Stability; Systemic Risk; Financial Regulation; Too-Big-to-Fail; Regulatory Burden; Financial Institutions (search for similar items in EconPapers)
Date: 2015
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