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Practice paper

Blind spots in current risk management practices: Measurement error

Yuval D. Bar-Or
Journal of Risk Management in Financial Institutions, 1 (4), 435-438 (2008)
https://doi.org/10.69554/QIRP8075

Abstract

While significant progress has been made in the field of risk management over recent decades, much work remains. One area requiring further attention and rigour is ‘measurement error’. In contrast to the physical sciences, financial measures of risk, especially credit risk, are rarely reported with error bars. The implication of this deficiency is that decision makers fail to recognise imprecision in reported numbers, leading to suboptimal decisions.

Keywords: measurement error; credit risk management; risk management; economic capital; blind spot; subprime

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Author's Biography

Yuval D. Bar-Or is the Founder and President of The Light Brigade Corporation. Dr Bar-Or has previously been employed by some of the world’s leading credit risk management firms. Most recently, Dr Bar-Or headed the credit model and credit data units of Algorithmics. He has also served as Global Practice Leader of Product Management for the Risk Solutions unit of Standard & Poor’s and has held various positions for KMV and later Moody’s KMV. His experience includes leading numerous consulting engagements in which credit portfolio performance was comprehensively and quantitatively examined. Dr Bar-Or has also lectured extensively in academic and professional settings on the subject of credit risk management best practices. Dr Bar-Or holds a PhD and MA in finance from the Wharton School of the University of Pennsylvania, as well as an MA and BA (summa cum laude) in economics, and a bachelor of engineering degree from McMaster University. His primary interests include leadership and risk management.

Citation

Bar-Or, Yuval D. (2008, September 1). Blind spots in current risk management practices: Measurement error. In the Journal of Risk Management in Financial Institutions, Volume 1, Issue 4. https://doi.org/10.69554/QIRP8075.

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cover image, Journal of Risk Management in Financial Institutions
Journal of Risk Management in Financial Institutions
Volume 1 / Issue 4
© Henry Stewart
Publications LLP

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