The top 14 challenges for today’s model risk managers : has the time come to think about going beyond SR11-7?
Jon R. Hill
| Year of publication: |
2019
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|---|---|
| Authors: | Hill, Jon R. |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 12.2019, 2, p. 145-167
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| Subject: | model risk management | model governance | model validation | model identification | risk-tiering | aggregate model risk | model risk appetite | model inventory | model usage | SR11-7 | OCC2011-12 | SR15-18 | CCAR | CECL | FRTB | challenger models | model interdependency | machine learning | big data | Risikomanagement | Risk management | Modellierung | Scientific modelling | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Bankrisiko | Bank risk | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012065278