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    • A proposed best practice model validation framework for banks 

      De Jongh, Pieter J.; Larney, Janette; Van Vuuren, Gary W.; Verster, Tanja; Maré, Eben (AOSIS, 2017)
      Background: With the increasing use of complex quantitative models in applications throughout the financial world, model risk has become a major concern. The credit crisis of 2008–2009 provoked added concern about the ...