Model Risk and Regulatory Capital

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Name	CentER Discussion Paper
Volume	2002-27

Keywords

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@techreport{6b857b42548f416fb37fdaf2107b6c49,

title = "Model Risk and Regulatory Capital",

keywords = "capital requirements, (coherent) risk management, option pricing models, derivative pricing models",

author = "F.L.J. Kerkhof and B. Melenberg and J.M. Schumacher",

note = "Pagination: 57",

year = "2002",

language = "English",

volume = "2002-27",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

TY - UNPB

T1 - Model Risk and Regulatory Capital

AU - Kerkhof, F.L.J.

AU - Melenberg, B.

AU - Schumacher, J.M.

N1 - Pagination: 57

PY - 2002

Y1 - 2002

KW - capital requirements

KW - (coherent) risk management

KW - option pricing models

KW - derivative pricing models

M3 - Discussion paper

VL - 2002-27

T3 - CentER Discussion Paper

BT - Model Risk and Regulatory Capital

PB - Finance

CY - Tilburg

ER -