Standard Bank Group
Leendert Haasbroek is a risk-model subject-matter expert and Executive at the Standard Bank Group based in South Africa. Experience covers the model development, validation and maintenance related to regulatory capital, economic capital, and expected loss models within credit risk, operational risk and market risk, as well as financial-derivative valuation models. He holds a Ph.D. in Physics.
This paper proposes a qualitative method to assess the maturity of model risk management practices within banks.