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Jul 8, 2022 | Even before the pandemic, model risk management (MRM) departments seemed to be on shaky ground. ...
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Aug 13, 2021 | Not much more than a decade ago, we were in the midst of the global financial crisis. In contrast ...
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Apr 1, 2021 | Playing the white pieces, the banks led with the regulatory capture opening. In a sequence of ...
The Unconventional Skills Chief Risk Officers are Now Seeking
In a world of civil unrest, geopolitical upheaval and coronavirus-driven economic shocks, risk managers with problem-solving capabilities are now in...
Friday, July 17, 2020
Model Risk Management Lessons Learned: Tracing Issues from the Pandemic to the Great Recession
Risk models have been strongly criticized for projecting high credit losses that never materialized during the pandemic, but these methodologies...
Friday, July 8, 2022
Strategic Risk: How to Select Critical Future Scenarios
Risk modeling needs a new approach. That’s one thing that model developers, model users and senior management can all agree upon – but what, exactly,...
Friday, August 19, 2022
Lying with Statistics: How Risk Model Selection Contributed to SVB's Downfall
Just how easy is it to choose data in a model to suit the preferences of bank management? Flaws in the current model selection and model validation...
Friday, April 21, 2023