Concepedia

Model Risk Appetite

Model Risk Appetite is a strategic governance construct that articulates the level of model risk an organization is willing to accept in pursuit of its operational and financial objectives, distinguishing it from broader enterprise risk tolerances by specifically quantifying permissible uncertainty arising from model limitations, assumptions, and performance deviations.

2

Publications

172

Citations

13

Authors

4

Institutions

Publications per year

2017–2026

0

Parents

Publications

2

1–2 of 2

Authors

13

  1. DW
    Desheng Wu

    University of Toronto, Canada

    1 publications · 148 citations

    1

    h-index

  2. DG
    D. Georgescu

    Institute and Faculty of Actuaries, United Kingdom

    1 publications · 24 citations

    1

    h-index

  3. NM
    N. Morjaria

    Institute and Faculty of Actuaries, United Kingdom

    1 publications · 24 citations

    1

    h-index

  4. DL
    David L. Olson

    University of Nebraska–Lincoln, United States

    1 publications · 148 citations

    1

    h-index

  5. LJ
    L. J. Witts

    University of Oxford, United Kingdom

    1 publications · 24 citations

    1

    h-index

1–5 of 13

Institutions

4

  1. University of Nebraska–Lincoln

    Lincoln, United States

    1 h-index

    1 publications

    148 citations

  2. University of Toronto

    Toronto, Canada

    1 h-index

    1 publications

    148 citations

  3. Reykjavík University

    Reykjavik, Iceland

    1 h-index

    1 publications

    148 citations

  4. Institute and Faculty of Actuaries

    London, United Kingdom

    1 h-index

    11 publications

    264 citations

1–4 of 4

Venues

  1. British Actuarial Journal

    1 publications · 24 citations

    1

    h-index

  2. Journal of the Operational Research Society

    OR · 1 publications · 148 citations

    1

    h-index

1–2