风险管理模型的内在局限性探析被引量：1

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摘要本轮金融危机再一次证明了风险管理模型的局限性。本文结合风险管理模型国际研究现状及实践,从假设、数据质量、内生性风险及行为人的有限理性四个方面分析了风险管理模型的局限性,并对正确看待和使用模型提出相关建议。

作者刘吕科郭代

机构地区中国民生银行

出处《海南金融》 2014年第6期72-76,共5页 Hainan Finance

关键词模型假设数据质量内生性风险有限理性

参考文献6

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