Stress Testing USA – Classifying a Model vs Tool for an Effective Model Risk Management Framework

Stress Testing USA – Classifying a Model vs Tool for an Effective Model Risk Management Framework

By Elizae Dalvi, VP, Model Risk Management, BankUnited.

Ahead of the upcoming 6th Annual Stress Testing USA Congress taking place November 6-7 in New York City, Elizae Dalvi has released her PDF presentation from the 5th Annual Stress Testing USA Congress. These slides will cover classifying a model vs tool for an effective model risk management framework.

Agenda:

  • The Fundamental Question: What is a Model?
  • Concept of “Quantitative Estimates” is Key to Distinguishing Models
  • Challenges of Classifying Models vs Tools
  • Set of Five Questions Used as Guidelines to Classify Model vs Toolq Closing Remarks

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