Matches in DBpedia 2016-04 for { <http://wikidata.dbpedia.org/resource/Q1409206> ?p ?o }
Showing triples 1 to 35 of
35
with 100 triples per page.
- Q1409206 subject Q6016889.
- Q1409206 subject Q7145513.
- Q1409206 abstract "In finance, model risk is the risk of loss resulting from using models to make decisions, initially and frequently in the context of valuing financial securities. However, model risk is more and more prevalent in activities other than financial securities valuation, such as assigning consumer credit scores, real-time probability prediction of fraudulent credit card transactions, and computing the probability of air flight passenger being a terrorist. Rebonato in 2002 considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but identically calibrated models might produce different prices for the same exotic product. Losses will be incurred because of an ‘incorrect’ hedging strategy suggested by a model.Rebonato defines model risk as "the risk of occurrence of a significant difference between the mark-to-model value of a complex and/or illiquid instrument, and the price at which the same instrument is revealed to have traded in the market."".
- Q1409206 wikiPageExternalLink gs-model_risk.pdf.
- Q1409206 wikiPageWikiLink Q1050279.
- Q1409206 wikiPageWikiLink Q1056625.
- Q1409206 wikiPageWikiLink Q1108930.
- Q1409206 wikiPageWikiLink Q1140654.
- Q1409206 wikiPageWikiLink Q131012.
- Q1409206 wikiPageWikiLink Q1338307.
- Q1409206 wikiPageWikiLink Q1430985.
- Q1409206 wikiPageWikiLink Q169489.
- Q1409206 wikiPageWikiLink Q1787103.
- Q1409206 wikiPageWikiLink Q189447.
- Q1409206 wikiPageWikiLink Q1936882.
- Q1409206 wikiPageWikiLink Q205257.
- Q1409206 wikiPageWikiLink Q273088.
- Q1409206 wikiPageWikiLink Q2740021.
- Q1409206 wikiPageWikiLink Q2906013.
- Q1409206 wikiPageWikiLink Q331309.
- Q1409206 wikiPageWikiLink Q43015.
- Q1409206 wikiPageWikiLink Q5238292.
- Q1409206 wikiPageWikiLink Q545906.
- Q1409206 wikiPageWikiLink Q590271.
- Q1409206 wikiPageWikiLink Q6016889.
- Q1409206 wikiPageWikiLink Q7145513.
- Q1409206 wikiPageWikiLink Q7284743.
- Q1409206 wikiPageWikiLink Q7575010.
- Q1409206 wikiPageWikiLink Q798528.
- Q1409206 wikiPageWikiLink Q896666.
- Q1409206 wikiPageWikiLink Q915788.
- Q1409206 wikiPageWikiLink Q963287.
- Q1409206 wikiPageWikiLink Q988284.
- Q1409206 comment "In finance, model risk is the risk of loss resulting from using models to make decisions, initially and frequently in the context of valuing financial securities. However, model risk is more and more prevalent in activities other than financial securities valuation, such as assigning consumer credit scores, real-time probability prediction of fraudulent credit card transactions, and computing the probability of air flight passenger being a terrorist.".
- Q1409206 label "Model risk".