Enterprise Risk Management Slides

Creating and validating risk models [8]

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Bullet points include: E.g. credit models might seek to capture: Recovery rate risk Downgrade/transition risk Spread risk Interest and exchange rate risk How important are these different types of risk and which ones are most relevant to which institutions?

Bullet points include: E.g. credit models might seek to capture: Recovery rate risk Downgrade/transition risk Spread risk Interest and exchange rate risk How important are these different types of risk and which ones are most relevant to which institutions?

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