By Liming Brotcke, Quantitative Manager, Federal Reserve Bank of’ Chicago & Ray Brastow, Senior Financial Economist, Federal Reserve Bank of Richmond
Ahead of the 8th Annual Risk Americas Convention 2019, Liming and Ray have released their PDF slides from the Risk Americas Convention in May 2018. In this presentation, they will address key areas of concern, including:
- Literature review
- Model risk at individual model level
- Aggregate model risk by model family
- Quantifying model risk – scorecard model application
- Supervisory expectations, challenges and next steps
- and more..