Stress Testing Model Risk

John Brent, Head of Stress Testing Policy & Model Governance, HSBC has released their slides focusing on Stress Testing Model Risk. Download the presentation here to understand:

  • Importance of stress testing model risk
  • Model Definition
  • Principles
  • Building blocks for model governance and managing model risk – Statistical models over judgement – Model Standardisation – Scenario Specific Model Assessment
  • Model Risk Assessment
  • Conclusions

Screen Shot 2017-04-20 at 16.41.25

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Banking Regulation
Capital Management
CECL
Compliance and Risk
Credit Risk (measurement & management)
Cyber Crime
Data
Enterprise Risk Management
FRTB
Fund Management
IFRS 9
Insurance Risk
Liquidity Risk
Market Risk
Model Risk
Operational Risk
Quant Risk
Stress Testing
Technology Risk
TLAC & MREL
Treasury Risk
Vendor & Third Party Risk

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