The role of the Model Validation function to manage and mitigate model risk
AbstractThis 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.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1211.0225.
Date of creation: Oct 2012
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Web page: http://arxiv.org/
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