How financial institutions manage model risk
The AutoML PodcastFebruary 07, 202301:12:1349.61 MB

How financial institutions manage model risk

Today we’re talking to Sean Sexton, the Director of Modeling and Analytics Consulting at KPMG, about the role of models in financial institutions and how the risks associated with them is managed.

This turned out to be an incredibly deep and interesting topic, and we really only scratched the surface of it.

Sean has a unique ability to summarize developments in an entire space. If you're interested to learn more about modeling in financial institutions and about the history of how we got here, you should definitely study his dissertation, on managing model risk, here: https://macsphere.mcmaster.ca/handle/11375/28049