This chapter discusses issues of interest to the “Risk Analytics and Models” community. This includes regulations, model risk definition and taxonomy, quantification and aggregation and model risk appetite. The chapter was launched after the “Swiss Risk Dinner”, where CS presented on July 4th 2016 their views on this emerging Risk discipline and exteneded to include the topic “Risk Analytics” as of 2019.
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 Risk Analytics and Models. Presentations will are made available to members.
Chair: Anton Seidel (Swiss Re), SRA Boardmember and Member of Executive Committtee
Co-Chair: Falk Scheffler (EY)