Model risk of risk models

About the authors

Jón Daníelsson is a director of the ESRC funded Systemic Risk Centre at the London School of Economics .

Kevin James is in the Chief Economist’s Department, Policy, Risk, and Research Division, Financial Conduct Authority

Marcela Valenzuela is assistant professor at University of Chile (DII). Her research interests lie in the areas of asset pricing, systemic risk and market microstructure. She received a PhD in finance from the London School of Economics, where she is currently a research associate of the Financial Markets Group and the Systemic Risk Centre.

Ilknur Zer is an economist at the Federal Reserve Board. She received her Ph.D. degree from the London School of Economics, and is currently a research affiliate of the Financial Markets Group and the Systemic Risk Centre. Her principal areas of academic and research activity include corporate governance, systemic risk, and market microstructure.