Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Larney, Janette"

Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Larney, Janette"

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  • A proposed best practice model validation framework for banks 
    De Jongh, Pieter J. (Riaan); Larney, Janette; Mare, Eben; Van Vuuren, Gary W.; Verster, Tanja (University of Pretoria, Department of Economics, 2017-06-23)
    BACKGROUND : With the increasing use of complex quantitative models in applications throughout the financial world, model risk has become a major concern. The credit crisis of 2008–2009 provoked added concern about the ...