Model behaviour
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20200024156 | ||
| 003 | MAP | ||
| 005 | 20200717150049.0 | ||
| 008 | 200717e20200701gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | $0MAPA20200016335$aForrest, Alan | ||
| 245 | 1 | 0 | $aModel behaviour$cAlan Forrest |
| 520 | $aAt 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. | ||
| 650 | 4 | $0MAPA20080538217$aBanca | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 4 | $0MAPA20080586461$aModelos de gestión | |
| 650 | 4 | $0MAPA20080582418$aRiesgo financiero | |
| 773 | 0 | $wMAP20200013259$tThe Actuary : the magazine of the Institute & Faculty of Actuaries$dLondon : Redactive Publishing, 2019-$g01/07/2020 Número 6 - julio 2020 , p. 18-19 |