Gustavo Coleho Haase

Banco do Brasil

Gustavo Coelho Haase is a Ph.D. candidate in Economics and a researcher at Banco do Brasil. He is the creator of the open-source libraries panelbox and deepbridge. His expertise spans econometric modeling, machine learning, and artificial intelligence. He currently works as a specialist in the validation of machine learning and generative AI models at Banco do Brasil.

Articles by Gustavo Coleho Haase

Original research

Beyond mirror validation: the cost of ineffective challenge in model risk management

The authors demonstrate that the practice of confirming a developer’s model is correctly reimplemented and discrimination metrics are acceptable while leaving calibration under changing conditions unchallenged fails to detect calibration degradation.

27 Sep 2026

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