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The quantification and aggregation of model risk: perspectives on potential approaches
M Jacobs Jr - … Journal of Financial Engineering and Risk …, 2015 - inderscienceonline.com
The field of Model Risk Management ('MRM') continues to evolve. To date, industry MRM
efforts focused primarily on MRM for individual models. Now, more institutions are shifting …
efforts focused primarily on MRM for individual models. Now, more institutions are shifting …