The role of the Model Validation function to manage and mitigate model risk

Alberto Elices

Papers from arXiv.org

Abstract: This paper describes the current taxonomy of model risk, ways for its mitigation and management and the importance of the model validation function in collaboration with other departments to design and implement them.

Date: 2012-10
New Economics Papers: this item is included in nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1211.0225

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