Machine Learning and AI in Model Risk Management: A Quantitative Perspective – Risk.net
Statistical risk models face validity issues when unprecedented social events and phenomena occur. However, artificial intelligence (AI) and machine learning can help models maximize accuracy. By Tiziano Bellini, Head of the Risk Integration Competency Line, International Markets, at Prometeia Model risk is generally interpreted as the potential loss that an institution may incur as a …
Machine Learning and AI in Model Risk Management: A Quantitative Perspective – Risk.net Read More »