メインコンテンツに移動

Black box blues: Fed starts model validation row

Banks are struggling to get more information out of vendors after the Federal Reserve Board warned they would need to properly validate third-party risk models before the next round of regulatory stress tests. Some institutions fear they will miss the deadline. Lukas Becker reports

federal-reserve-hq
Federal Reserve

Models are complex things, but they have recently become the subject of a simple argument. Under pressure from the Federal Reserve Board, US banks are asking model vendors to open up their black boxes – and the vendors, to a greater or lesser extent, are refusing. It's a dispute that, until now, has played out in private, but banks are becoming increasingly frustrated.

The Fed crackdown came as

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

無料メンバーシップの内容をお知りになりたいですか?ここをクリック

パスワードを表示
パスワードを非表示にする

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here