Principles and methods of model validation for model risk reduction

Author:

Collier Zachary A.,Lambert James H.

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science

Reference37 articles.

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2. Barlas Y (1996) Formal aspects of model validity and validation in systems dynamics. Syst Dyn Rev 12(3):183–210

3. Burns P, Ody C (2014) Forum on validation of consumer credit risk models. Payment Cards Center, Federal Reserve Bank of Philadelphia, Philadelphia

4. Chapman C, Ward S (2000) Estimation and evaluation of uncertainty: a minimalist first pass approach. Int J Project Manag 18:369–383

5. Crespo I, Kumar P, Noteboom P, Taymans M (2017). The evolution of model risk management. McKinsey and Company, New York. https://www.mckinsey.com/business-functions/risk/our-insights/the-evolution-of-model-risk-management

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