Enterprise risk management / Wu, D. in Journal of the operational research society (JORS), Vol. 61 N° 2 (Fevrier 2010)  

Public ISBD [article]  inJournal of the operational research society (JORS) > Vol. 61 N° 2 (Fevrier 2010) . - pp. 179–190 Titre : Enterprise risk management : coping with model risk in a large bank Type de document : texte imprimé Auteurs : Wu, D., Auteur ; D. L. Olson, Auteur Année de publication : 2011 Article en page(s) : pp. 179–190 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Enterprise risk management Model Credit Statistical analysis Index. décimale : 001.424 Résumé : Enterprise risk management (ERM) has become an important topic in today's more complex, interrelated global business environment, replete with threats from natural, political, economic, and technical sources. Banks especially face financial risks, as the news makes ever more apparent in 2008. This paper demonstrates support to risk management through validation of predictive scorecards for a large bank. The bank developed a model to assess account creditworthiness. The model is validated and compared to credit bureau scores. Alternative methods of risk measurement are compared. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n2/abs/jors2008144a.html [article] Enterprise risk management : coping with model risk in a large bank [texte imprimé] / Wu, D., Auteur ; D. L. Olson, Auteur . - 2011 . - pp. 179–190. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 2 (Fevrier 2010) . - pp. 179–190 Mots-clés : Enterprise risk management Model Credit Statistical analysis Index. décimale : 001.424 Résumé : Enterprise risk management (ERM) has become an important topic in today's more complex, interrelated global business environment, replete with threats from natural, political, economic, and technical sources. Banks especially face financial risks, as the news makes ever more apparent in 2008. This paper demonstrates support to risk management through validation of predictive scorecards for a large bank. The bank developed a model to assess account creditworthiness. The model is validated and compared to credit bureau scores. Alternative methods of risk measurement are compared. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n2/abs/jors2008144a.html

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