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- Title
The Art of Risk Modeling and Assessment.
- Authors
Powell, Roderick
- Abstract
The article explores the art of risk modeling and assessment in the financial services industry. It differentiates between a complex and simple risk models, and discusses the divergence of financial models and real world behavior such as investors buying short-term Treasury bills, or running a high-grade corporate bond trading desk. Also tackled are the importance of extreme risk events to assessing the financial impact of market scenarios, as well as the role of risk managers in risk modeling and assessment.
- Subjects
FINANCIAL services industry; RISK managers; RISK assessment; RISK management in business; ECONOMETRIC models; FINANCIAL markets; MATHEMATICAL models
- Publication
Bank Accounting & Finance (08943958), 2010, Vol 23, Issue 2, p46
- ISSN
0894-3958
- Publication type
Article