Model behaviour

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      <subfield code="a">Forrest, Alan </subfield>
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      <subfield code="c">Alan Forrest</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="a">Gerencia de riesgos</subfield>
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      <subfield code="a">Modelos de gestión</subfield>
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      <subfield code="t">The Actuary : the magazine of the Institute & Faculty of Actuaries</subfield>
      <subfield code="d">London :  Redactive Publishing, 2019-</subfield>
      <subfield code="g">01/07/2020 Número 6 - julio 2020 , p. 18-19</subfield>
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