learning models offer the prospect of better measurement of credit risk and enhancing financial inclusion. This study yields … several conclusions and recommendations regarding (i) the accuracy of risk parameter estimations, (ii) the level of regulatory …

, gain insights from data, and make more informed decisions in real time. This edited book covers algorithmic trading, risk …

From an Internal Audit perspective, the integration of Artificial Intelligence (AI) into credit risk modelling through … the risk of control deficiencies, potentially leading to financial losses, misrepresentation of information, unfair … designed to establish robust internal controls over AI-driven credit risk models. Aligned with the Model Risk Management (MRM …

regulated when they drive capital measurement processes. Among banks' risk models a special role is played by credit ones, as … they manage the most relevant risk banks face and are often used in regulatory relevant processes. The new AI techniques … the accuracy of credit risk models, that so far relied on structured internal and external data. This paper takes …