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Model risk
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#	Item
191	Microsoft Word - Abstract Hugues Langlois.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2015-11-05 05:02:13 Economy Finance Money Mathematical finance Financial markets Investment Financial economics Idiosyncrasy Financial risk Portfolio Arbitrage pricing theory Capital asset pricing model
192	Chief Executive EBF_017510 Brussels, 19 OctoberMr Andrea ENRIA Add to Reading List Source URL: www.ebf-fbe.eu Language: English - Date: 2015-10-19 11:26:34 Economy Finance Money Bank regulation Exposure at default Value at risk Economic model Internal ratings-based approach
193	CreditRisk + Model with Dependent Risk Factors Ruodu Wang∗, Liang Peng† and Jingping Yang‡ October 6, 2014 Abstract The CreditRisk + model is widely used in industry for computing the loss of a credit portfolio. Th Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-10-06 11:54:54 Actuarial science Statistics Independence Probability Covariance and correlation Mathematical analysis Multivariate statistics Copula Financial risk Variance Risk Comonotonicity
194	Introduction Dependence Uncertainty Extreme Scenarios Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2013-11-05 08:51:25 Actuarial science Statistical theory Probability Risk Uncertainty Model risk Statistics
195	The International CAPM Redux Francesca Brusa (Oxford) Tarun Ramadorai (Oxford and CEPR) Adrien Verdelhan (MIT Sloan and NBER) March 2015 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:04:24 Economy Finance Money Mathematical finance Capital asset pricing model Risk factor Alpha Factor theory Untradable assets
196	Systemic Risk and the Macroeconomy: An Empirical Evaluation∗ Stefano Giglio† Bryan Kelly† Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:25:35 Economy Money Finance Financial risk Mathematical finance Systemic risk Expected shortfall Economic model Quantile Volatility Economic data Systemic
197	The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2016-04-19 06:46:09 Economy Economic bubbles Systemic risk Stock market Great Recession Financial crisis Subprime mortgage crisis Economic model Fundamental analysis Finance Productivity Tobin tax
198	APPENDIX to A Model of Creative Destruction with Undiversifiable Risk and Optimising Households Economic Journal 109, NoMarch 1999): C156 - C171 Klaus Wälde, University of Dortmund and The World Bank, kwaelde@wor Add to Reading List Source URL: www.waelde.com Language: English - Date: 2013-09-04 06:04:39 Determinacy Constructible universe Symbol Generalised Whitehead product
199	Prospect Theory and the Risk-Return Trade-off* Huijun Wang, Jinghua Yan, and Jianfeng Yu September 2013 Abstract This paper studies the cross-sectional risk-return trade-off in the stock market, a fundamental principle i Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:57 Mathematical finance Capital asset pricing model Volatility Beta Equity premium puzzle Economic bubble Risk Rate of return Financial risk Alpha Market sentiment Upside risk
200	Microsoft Word - Investment Letter_Maydocx Add to Reading List Source URL: www.banquethaler.com Language: English - Date: 2015-10-05 06:11:26 Investment Financial markets Financial ratios Actuarial science Bond Fed model Earnings yield Stock valuation Risk premium Fixed income Corporate bond Asset allocation

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