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 ActuaryClick 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