Browsing Research Output by Author "4e721bad-c4f0-4bd1-b521-7865d9a48469"
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A practical maturity assessment method for model risk management in banks
Van Biljon, Liesl; Haasbroek, L.J. (Infopro, 2017)We motivate and propose a qualitative method to assess the maturity of model risk management practices within banks. This method is aligned with relevant regulatory guidance and observed leading practice. It provides banks ...