What is Model Risk?

View Syllabus

Skills You'll Learn

Model financial impact, Metalearning, A/B Testing, Benefit curve analysis

From the lesson
Estimating model risk discounts
When a model is being used in the production environment for a long time, its quality can deteriorate. During this week, we will learn to calculate confidence intervals for model quality estimates and estimate potential negative financial effects.

Taught By

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    Alexey A. Masyutin

    Project Head and Programme Academic Supervisor
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    Elena S. Kozhina

    Executive Director of Corporate Models Validation
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    Viktor I. Skripiuk

    Head of Project and AI Valuation

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