Risk and Capital Modelling
Chapter
Abstract
This chapter provides coverage of the components of risk and capital models to understand how experts can be challenged in order to gain insights to the limitations of the modelling output and enhance the application of judgment in decision making. In particular, the chapter will – discuss the purpose of a model and its shortcomings, − explain various balance sheets and their purpose, − explain the components of the model and how to challenge the data and parameterisation.
Keywords
Cash Flow Financial Market Balance Sheet Expert Judgment Internal View
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information
© Christopher Chappell 2014