Model Risk Management in Practice. A hands-on guide helping you with the design, implementation, monitoring, and reporting of Model Risk

(ebook) (audiobook) (audiobook)

Autor:: Sonia Sodhi

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Model Risk Management in Practice. A hands-on guide helping you with the design, implementation, monitoring, and reporting of Model Risk Sonia Sodhi - okladka książki

Model Risk Management in Practice. A hands-on guide helping you with the design, implementation, monitoring, and reporting of Model Risk Sonia Sodhi - audiobook MP3

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Wydawnictwo:: Packt Publishing (Z chęcią przeczytam książkę w języku polskim)
Ocena:: Bądź pierwszym, który oceni tę książkę
Stron:: 275

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129,00 zł

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Due to the missing risk captured, the quality of reporting towards the Senior Executive / Management, responsible to take decisions for the firm, is negatively impacted. Existing books focus on issues related to the limitations of modeling techniques rather than issues related to end-to-end Model Life cycles across organizations.
This book helps to fill that gap by providing theory and practical insights on setting up a state-of-the-art model risk management (Including MRM Framework, Governance & Reporting Best Practices). The book begins by introducing the readers to model definition, identification usage, and its impact on a financial institution. The book then talks about the model risk management framework, its components, and requirements for model inventory. It then moves past to teach the readers about setting up model lifecycle management, model governance, validation, and assessment process.
By the end of this book, readers are expected to be able to understand how Model Risk Management Framework can help to manage the risk of using Financial Models.

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O autorze książki

Sonia Sodhi is a pioneer on Model Risk Management. She spearheaded Global Model Risk Management Platform Implementation and Rollout at ING Bank N.V. Currently she is working for Aegon Group (Insurance conglomerate) as Senior Model Risk Manager and responsible for rolling out Model Risk Management Policy, Standards & MRM Platform across AEGON group. Sonia holds a master’s in applied physics from Indian Institute of Technology and a Post Graduate Diploma in International Management. She has 22+ years of experience and has worked with International Banks (Citibank, Standard Chartered, ING) in multiple locations (Singapore, Brussels, Amsterdam). She has a deep understanding of Financial Markets Instruments and related back-office systems.

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Oceny i opinie klientów: Model Risk Management in Practice. A hands-on guide helping you with the design, implementation, monitoring, and reporting of Model Risk Sonia Sodhi (0) Weryfikacja opinii następuję na podstawie historii zamówień na koncie Użytkownika umieszczającego opinię. Użytkownik mógł otrzymać punkty za opublikowanie opinii uprawniające do uzyskania rabatu w ramach Programu Punktowego.

Szczegóły książki

Tytuł oryginału:: Model Risk Management in Practice. A hands-on guide helping you with the design, implementation, monitoring, and reporting of Model Risk
ISBN Ebooka:: 978-18-046-1281-1, 9781804612811
Data wydania ebooka :: 2024-01-05 Data wydania ebooka często jest dniem wprowadzenia tytułu do sprzedaży i może nie być równoznaczna z datą wydania książki papierowej. Dodatkowe informacje możesz znaleźć w darmowym fragmencie. Jeśli masz wątpliwości skontaktuj się z nami sklep@helion.pl.
Język publikacji:: angielski

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Kategorie:
Big Data » Analiza danych

Spis treści książki

1. What is a Model?
2. What is Model Risk & Why a robust Model Risk Management needed?
3. Model Risk Management Framework & its components
4. Model Workflow and Lifecycle Management
5. Model Governance
6. Model Risk Management & Model Validation
7. Model Risk Sources
8. Model Risk Assessment Process
9. Model Risk Quantification
10. Model Risk Reporting
11. Categorization of Model Change as Operational Risk or Other Risks
12. Model Change Trigger Notification & Monitoring
13. Model Risk Management for AI and Machine Learning Models
14. Model Risk Management for Credit Risk Models

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