English  |  正體中文  |  简体中文  |  Post-Print筆數 : 11 |  Items with full text/Total items : 88987/118697 (75%)
Visitors : 23575094      Online Users : 233
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/64280


    Title: A systematic design for coping with model risk
    Authors: Yang,Yu-Hsiang;Tsaih,Rua-Huan;Hsieh,Ming-Hua
    楊喻翔;蔡瑞煌;謝明華
    Contributors: 風管系
    Keywords: Design science;Model risk;Strategic-level simulation systems;System flexibility;Dynamic Financial Analysis
    Date: 2011-06
    Issue Date: 2014-02-27 16:18:15 (UTC+8)
    Abstract: Model risk has become an important risk that must be taken into account by financial institutions when they make the strategic-level decision of company’s solvency control and risk management through simulating and analyzing company’s financial situation. To effectively cope with the model risk, the strategic-level simulation system (SSS) that implements the business view and economic environment and generates various useful financial and risk management reports cannot be treated as a static information system. Rather, SSS represents a family of possibilities because the senior manager who performs the simulation has a role in how the simulation is actually carried out. The extent of these variations is likely to increase when the business environment changes, the relevant financial theories evolve, and the senior manager assesses the system flexibility of SSS. Hereby, the system flexibility of SSS means its users, normally the senior manager, can have the luxury of modifying themselves the embedded functions associated with certain risk factors through the (user-friendly) interface. Based upon the guidance of design science, this study proposes a systematical way of designing a SSS that can effectively cope with the model risk. Specifically, this study takes the Dynamic Financial Analysis system as an example to illustrate the proposed system design.
    Relation: Expert Systems with Applications, 38(6), 7380-7386
    Source URI: http://dx.doi.org/10.1016/j.eswa.2010.12.088
    Data Type: article
    DOI 連結: http://dx.doi.org/http://dx.doi.org/10.1016/j.eswa.2010.12.088
    DOI: 10.1016/j.eswa.2010.12.088
    Appears in Collections:[風險管理與保險學系 ] 期刊論文

    Files in This Item:

    File Description SizeFormat
    73807386.pdf765KbAdobe PDF953View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback