Federal Reserve Bank of Philadelphia Consumer Finance Institute: 'Model Risk in Physical Risk Models'
July 28, 2026
July 28, 2026
PHILADELPHIA, Pennsylvania, July 28 (TNSLrpt) -- The Federal Reserve Bank of Philadelphia's Consumer Finance Institute issued a consumer finance working paper in July 2026 by Natee Amornsiripanitch, Siddhartha Biswas and David Wylie entitled "Model Risk in Physical Risk Models."
Here is the abstract:
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We document five facts about model risk in physical risk models, defined as the absolute difference in the two modelers' estimates of . . .
Here is the abstract:
* * *
We document five facts about model risk in physical risk models, defined as the absolute difference in the two modelers' estimates of . . .