This Chapter discusses issues of interest to the "Model Risk" community. This includes regulations, model risk definition and taxonomy, quantification and aggregation and model risk appetite. The "Model Risk" Chapter was launched after the "Swiss Risk Dinner", where CS presented on July 4th 2016 their views on this emerging Risk discipline.
There will be yearly 3 meetings, where Model Risk SMEs exchange their views. The meetings are prepared and moderated to ensure a focused discussion on a predefined meeting topic around Model Risk. Presentations will are made available to members.
Chair: Anton Seidel (Swiss Re), SRA Boardmember and Member of Executive Committtee
Co-Chair: Oliver Kaufmann (EY)
Chapter Manager: Evren Baydar (Credit Suisse)
Below content is restricted to members who are logged in.