The appropriate use of risk models: Part I
June 16, 2011
Risk models are at the heart of the financial sector's self-monitoring as well as supervision by regulators. This column, the first of two, addresses the question of how risk models are misused in practice by practitioners and supervisors alike. This misuse causes risk management to fail when it is most needed.
Published on VoxEU.org
Lessons from the Icesave rejection
Models and risk
Bloggs and appendices on artificial intelligence, financial crises, systemic risk, financial risk, models, regulations, financial policy, cryptocurrencies and related topics© All rights reserved, Jon Danielsson,