A new automated model validation tool for financial institutions
Lingling Fan, Alex Schneider and Mazin Joumaa
| Year of publication: |
2023
|
|---|---|
| Authors: | Fan, Lingling ; Schneider, Alex ; Joumaa, Mazin |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 3, p. 59-85
|
| Subject: | model validation | automation | model risk management | financial institutions | logistic regression | linear regression | Regressionsanalyse | Regression analysis | Risikomanagement | Risk management | Finanzsektor | Financial sector | Automatisierung | Automation | Bankrisiko | Bank risk | Theorie | Theory | Basler Akkord | Basel Accord | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485777