Model Risk Capital is a quantitative financial metric that, as a form of regulatory capital reserve, specifically accounts for potential losses arising from inaccuracies or limitations in the assumptions, inputs, or structure of risk models used in decision-making processes.
8
Publications
468
Citations
16
Authors
17
Institutions
Publications per year
2017–2026
2
Parents
Publications
8
Model risk and capital reserves
Jeroen Kerkhof, Bertrand Melenberg · Journal of Banking & Finance · 2009 · 107 citations
Business, Finance, Risk Management +14
Quantile Uncertainty and Value‐at‐Risk Model Risk
Carol Alexander, José Marı́a Sarabia · Risk Analysis · 2012 · 82 citations · Full text
Business, Finance, Risk Management +17
1–5 of 8
Authors
16
- DL
1
h-index
- VC
1
h-index
- JM
1
h-index
- JI
1
h-index
- GR
1
h-index
1–5 of 16
Institutions
17
Universidad de Cantabria
Santander, Spain
1 h-index
1 publications
82 citations
University of Bologna
Bologna, Italy
1 h-index
2 publications
40 citations
ICMA Centre
Reading, United Kingdom
1 h-index
1 publications
82 citations
Université Paris Cité
Paris, France
1 h-index
1 publications
16 citations
University of Nebraska–Lincoln
Lincoln, United States
1 h-index
1 publications
148 citations
University of Regensburg
Regensburg, Germany
1 h-index
2 publications
112 citations
University of Toronto
Toronto, Canada
1 h-index
1 publications
148 citations
Centre National de la Recherche Scientifique
Paris, France
1 h-index
1 publications
16 citations
1–8 of 17
Venues
- Financial Management
FM · 1 publications · 27 citations
1
h-index
- Risk Analysis
1 publications · 82 citations
1
h-index
- International Economics
1 publications · 16 citations
1
h-index
- Journal of Banking & Finance
1 publications · 107 citations
1
h-index
- Journal of Economic Dynamics and Control
1 publications · 56 citations
1
h-index
1–5