Now showing items 1-2 of 2

    • Aligning the economic capital of model risk with the strategic objectives of an enterprise 

      Mashele, Hopolang Phillip (North-West University (South Africa) , Potchefstroom Campus, 2016)
      Enterprise risk management is a method for managing risks associated with strategic objectives of an organisation. Enterprise risk management is designed to identify potential risks affecting the organisation and to manage ...
    • Model misspecification in Financial Risk Management 

      Stiglingh, Zonia Chandré (North-West University (South Africa), 2022)
      Model risk has become more relevant over the past few decades. A few reasons that attribute to the rise in awareness and interest in model risk include the requirement of advanced risk models by financial sector authorities, ...