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model-risk

  1. Nicole Seaman

    P2.T7.20.3. Model risk management (according to FDIC)

    Learning objectives: Describe model risk and explain how model risk can arise in the implementation of a model. Describe elements of an effective process to manage model risk. Explain best practices for the development and implementation of a model. Describe elements of a strong model validation...
  2. Nicole Seaman

    P1.T1.20.15. Learning from financial disasters (second of three)

    Learning objectives: Analyze the key factors that led to and derive the lessons learned from case studies involving the following risk factors: Model risk, including the Niederhoffer case, Long Term Capital Management and the London Whale case; Rogue trading and misleading reporting, including...
  3. Nicole Seaman

    P2.T7.706. Economic capital

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
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