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Beratung ist unsere Leidenschaft.
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Aktuelles

IRB Repair: Margin of Conservatism framework

ECB’s TRIM results have revealed that many institutions had findings in the context of the margin of conservatism (MoC).

Automating a Model Revalidation

We discuss why the revalidation process is an ideal starting point of an automation initiative and advise how to go about it.