Model behaviour

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<dc:creator>Forrest, Alan </dc:creator>
<dc:date>2020-07-01</dc:date>
<dc:description xml:lang="es">Sumario: At the bank where I work, I manage the risk of an important high exposure portfolio, but it is not a portfolio of loans or insurances, nor a trading book or pension fund. My portfolio is something completely different  but it is clearly a portfolio, an inventory of equally managed entities with a stochastic loss profile and correlated interactions. I am not a front office quant, nor a fund director; I am not even an actuary. I am in fact the head of the Model Risk Oversight team, and the portfolio I am talking about is a portfolio of models.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/172483.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Banca</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelos de gestión</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Model behaviour</dc:title>
<dc:relation xml:lang="es">En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London :  Redactive Publishing, 2019-. - 01/07/2020 Número 6 - julio 2020 , p. 18-19</dc:relation>
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