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The Journal of Structured Finance

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Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information

Jon R. Hill
The Journal of Structured Finance Fall 2018, 24 (3) 89-98; DOI: https://doi.org/10.3905/jsf.2018.24.3.089
Jon R. Hill
is the former global head of model governance at Credit Suisse and the former global head of risk model validation at Morgan Stanley in New York, NY
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Article Information

vol. 24 no. 3 89-98
DOI 
https://doi.org/10.3905/jsf.2018.24.3.089

Published By 
Pageant Media Ltd
Print ISSN 
1551-9783
Online ISSN 
2374-1325
History 
  • Published online November 1, 2018.

Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Jon R. Hill
    1. is the former global head of model governance at Credit Suisse and the former global head of risk model validation at Morgan Stanley in New York, NY. (jonhill{at}optonline.net)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Structured Finance: 24 (3)
The Journal of Structured Finance
Vol. 24, Issue 3
Fall 2018
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Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information
Jon R. Hill
The Journal of Structured Finance Oct 2018, 24 (3) 89-98; DOI: 10.3905/jsf.2018.24.3.089

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Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information
Jon R. Hill
The Journal of Structured Finance Oct 2018, 24 (3) 89-98; DOI: 10.3905/jsf.2018.24.3.089
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  • Article
    • Abstract
    • LIABILITIES OF MODEL INVENTORY RISK
    • THE ROOT CAUSE OF INVENTORY RISK MAY BE THIS: MODELS DO NOT “KNOW” THEIR OWN IDS6
    • IMPLEMENTATION
    • VALUE ADDED
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ENDNOTES
    • REFERENCES
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