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Model Risk –  sources and some examples Model Risk –  sources and some examples

Model Risk – sources and some examples - PowerPoint Presentation

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Uploaded On 2018-11-08

Model Risk – sources and some examples - PPT Presentation

Tony Bellotti Department of Mathematics Imperial College London Model development A highly simplified model development framework Model development Model Use In this framework once the model is developed we then think of it as correct ID: 721462

risk model credit models model risk models credit time data variables robustness effect problem loss default build bias standard

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