ahmedfarhiya66
ahmedfarhiya66
28-06-2021
Business
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What are the types of model risk
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Lakspeojwskxdkkww
Lakspeojwskxdkkww
28-06-2021
1. Wrong model.
2. Model implementation.
3. Model usage.
4. Uncertainty on volatility.
5. Time inconsistency.
6. Correlation uncertainty.
7. Complexity.
8. Illiquidity and model risk.
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