to model risk
91Single-index model — The single index model (SIM) is an asset pricing model commonly used in the finance industry to measure risk and return of a stock. Mathematically the SIM is expressed as:: rit rf = ai + Bi(rmt rf) + Eit ,: R i = alpha i + eta iR m,where:: rit − …
92Rendleman-Bartter model — The Rendleman Bartter model in finance is a short rate model describing the evolution of interest rates. It is a type of one factor model as describes interest rate movements as driven by only one source of market risk. It can be used in the… …
93Structural risk minimization — (SRM) is an inductive principle of use in machine learning. Commonly in machine learning, a generalized model must be selected from a finite data set, with the consequent problem of overfitting ndash; the model becoming too strongly tailored to… …
94Ballpark model — The ballpark model is a system under which users of a facility do so at their own risk. The name arises from the fact that visitors to a ballpark bear the risk of getting hit by bats, balls and other objects flying into the stands at high… …
95Actuarial Risk — The risk that the assumptions that actuaries implement into a model to price a specific insurance policy may turn out wrong or somewhat inaccurate. Possible assumptions include the frequency of losses, severity of losses and the correlation of… …
96Walter Model — Nickname Hitler s fireman, Frontline Pig Born …
97Market Risk Premium — The difference between the expected return on a market portfolio and the risk free rate. Market risk premium is equal to the slope of the security market line (SML), a capital asset pricing model. Three distinct concepts are part of market risk… …
98New Model Army — For the band, see New Model Army (band). The Soldier s Catechism: rules, regulations and drill procedures of the New Model Army. The New Model Army of England was formed in 1645 by the Parliamentarians in the English Civil War, and was disbanded… …
99Mixture model — See also: Mixture distribution In statistics, a mixture model is a probabilistic model for representing the presence of sub populations within an overall population, without requiring that an observed data set should identify the sub population… …
100Consumer credit risk — The following article is based on UK market, other countries may differ. Consumer Credit Risk (AKA Retail Credit Risk) is the risk of loss due to a customer s non re payment (default) on a consumer credit product, such as a mortgage, unsecured… …
