Correlations in Operational Risk Stress Testing: Use and Abuse
"Evidence that the COVID-19 pandemic had minimal effect on operational risk losses in 2020 is presented and the effect of model risk is...
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Rechercher
15 mars 2022
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
" Through this analysis we are able to address the question that, to the best of our knowledge, no other study has investigated in the...
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