A Gentle Introduction to Model Risk Quantification in Commercial Banking by Tiziano Bellini

Subjects: “…model risk…”
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Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models by Andrey Yu. Nevela, Victor A. Lapshin

Subjects: “…model risk…”
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Model uncertainty: When modeling risk leads to a pretense of knowledge by Mateusz Machaj

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WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE by Fernanda Maria Müller, Marcelo Brutti Righi, Anderson Luis Walker Amorin

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An Entropic Approach for Pair Trading by Daisuke Yoshikawa

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VaR bounds for joint portfolios with dependence constraints by Puccetti Giovanni, Rüschendorf Ludger, Manko Dennis

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The effect of organizational studies on financial risk measures estimation by Marcelo Brutti Righi, Fernanda Maria Müller, Vinícius Girardi da Silveira, Kelmara Mendes Vieira

Subjects: “…Organizational Studies; Risk Models; Risk Management; Model Risk…”
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A proposed best practice model validation framework for banks by Pieter J. (Riaan) de Jongh, Janette Larney, Eben Mare, Gary W. van Vuuren, Tanja Verster

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Comparison of Stock Price Risk Measurement of BUMN Banks by Muslimin Muslimin

Subjects: “…value at risk, covid-19 pandemic, garch model, risk management…”
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Classification and Comparative Analysis of Prediction Models for Postpartum Depression by Yongjian WANG, Weijing QI, Yipeng WANG, Sha HUANG, Cong LI, Na WEI, Jie HU

Subjects: “…depression, postpartum|prediction model|risk factors|machine learning|review…”
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Determining an Efficient Frontier in a Stochastic Moment Setting by Beat Matthias Niederhauser, Christian Johannes Zimmer

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An Entropic Approach for Pair Trading in PSX by Laiba Amer, Tanweer Ul Islam

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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models by Yu Feng, Ralph Rudd, Christopher Baker, Qaphela Mashalaba, Melusi Mavuso, Erik Schlögl

Subjects: “…model risk…”
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Model Risk in Portfolio Optimization by David Stefanovits, Urs Schubiger, Mario V. Wüthrich

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On the evolution of the gender gap in life expectancy at normal retirement age for OECD countries by Mariarosaria Coppola, Maria Russolillo, Rosaria Simone

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An examination of process models and model risk frameworks for pharmaceutical manufacturing by Thomas F. O'Connor, Sharmista Chatterjee, Johnny Lam, Dolores Hernán Pérez de la Ossa, Leticia Martinez-Peyrat, Marcel H.N. Hoefnagel, Adam C. Fisher

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Risk analysis methods of the water resources system under uncertainty by Zeying GUI,Chenglong ZHANG,Mo Li,Ping GUO

Subjects: “…water resources system|evaluation criterion|optimization model|risk analysis method|uncertainty…”
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Banks, Financial Platforms and Big Data: Development Trends and Regulation Directions by Sergey A. Vasiliev, Irina A. Nikonova, Olga S. Miroshnichenko

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Credit risk prediction with and without weights of evidence using quantitative learning models by Modisane B. Seitshiro, Seshni Govender

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Testing The Indonesian Stock Market Arbitrage Pricing Model by Wawan Ichwanudin, Roni Kambara

Subjects: “…macroeconomic pre-specified variabel; arbitrage pricing theory; two-stage regression model; risk premium.…”
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