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 ...