What are the types of model risk

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asked Aug 17, 2022 42.2k views

1 Answer

Vizag · Answer 1 · 2022-08-21T07:28:39+0000

1. Wrong model.
2. Model implementation.
3. Model usage.
4. Uncertainty on volatility.
5. Time inconsistency.
6. Correlation uncertainty.
7. Complexity.
8. Illiquidity and model risk.

What are the types of model risk

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