The top 14 challenges for today's model risk managers: Has the time come to think about going beyond SR11-7?
JR Hill - Journal of Risk Management in Financial Institutions, 2019 - ingentaconnect.com
Model risk management (MRM) is, in the broadest sense, a governance framework that has
an impact on every phase of the model life cycle, including model validation. MRM is a …
an impact on every phase of the model life cycle, including model validation. MRM is a …
A smarter model risk management discipline will follow from building smarter models: An abbreviated guide for designing the next generation of smart models
JR Hill - Journal of Risk Management in Financial Institutions, 2020 - ingentaconnect.com
What if a financial firm decided to delete its entire set of models and redevelop them from
scratch? What might it do differently in the process of rebuilding its entire model ecosystem …
scratch? What might it do differently in the process of rebuilding its entire model ecosystem …