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Model Risk Management Under the Current Environment

In: Commercial Banking Risk Management

Author

Listed:
  • Dong (Tony) Yang

    (KPMG LLP)

Abstract

In this chapter is provided a detailed discussion about the definitions of model, model risk, and model risk management, as are commonly understood, interpreted, and applied by market practitioners after the financial crisis. An overview of model risk management is discussed, including the typical model risk management organizational structure, as well as some of the challenges frequently encountered in the industry. Moreover, a specific discussion about the model risk management framework and approach is presented.

Suggested Citation

  • Dong (Tony) Yang, 2017. "Model Risk Management Under the Current Environment," Palgrave Macmillan Books, in: Weidong Tian (ed.), Commercial Banking Risk Management, pages 169-197, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-59442-6_9
    DOI: 10.1057/978-1-137-59442-6_9
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