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Berenguer et al., 2020 - Google Patents

Singular spectrum analysis for modelling the hard-to-model risk factors

Berenguer et al., 2020

Document ID
9769086767663023701
Author
Berenguer A
Gandarias L
Arévalo Ã
Publication year
Publication venue
Risk Management

External Links

Snippet

The modelling of the hard-to-model risks factors is one of the topics of great interest to the financial industry. The industry is spending lots of resources on efforts to account for the hard- to-model risks in their risk management frameworks. Currently, the concept describing these …
Continue reading at link.springer.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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