{"title":"商业银行模型风险量化简介","authors":"Tiziano Bellini","doi":"10.47473/2020rmm0101","DOIUrl":null,"url":null,"abstract":"The simplification and assumptions that models must necessarily employ sometimes come at the cost of accuracy and structural integrity under stress. This exposes the bank to model risk: the risk of economic or reputation loss due to errors in the development, implementation or use of models.","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Gentle Introduction to Model Risk Quantification in Commercial Banking\",\"authors\":\"Tiziano Bellini\",\"doi\":\"10.47473/2020rmm0101\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The simplification and assumptions that models must necessarily employ sometimes come at the cost of accuracy and structural integrity under stress. This exposes the bank to model risk: the risk of economic or reputation loss due to errors in the development, implementation or use of models.\",\"PeriodicalId\":296057,\"journal\":{\"name\":\"Risk Management Magazine\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Risk Management Magazine\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.47473/2020rmm0101\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management Magazine","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.47473/2020rmm0101","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Gentle Introduction to Model Risk Quantification in Commercial Banking
The simplification and assumptions that models must necessarily employ sometimes come at the cost of accuracy and structural integrity under stress. This exposes the bank to model risk: the risk of economic or reputation loss due to errors in the development, implementation or use of models.