Model Risk Management
“Theory and Practice of Model Risk Management”, Riccardo Rebonato Click Here
“Who is responsible for data quality?”, Dennis Bennett (be sure to read the comments) Click Here
“Model behaviour in the banking sector”, Alan Forrest, 8th July 2020, The Actuary Click Here
MRM in CECL
“A Holistic Model Validation Framework for Current Expected Credit Loss (CECL) Model Development and Implementation”, Michael Jacobs Jr. Click Here
MRM in Machine Learning and AI
Section in “A Survey of Machine Learning in Credit Risk”, Joseph L. Breeden Click Here
“Modifying model risk management practice in the era of AI/ML”, Liming Brotcke, Risk Management in Financial Institutions, v13, n3 Click Here