[Vp-integration-subgroup] Another example of a paper like ours from the financial domain

Jacob Barhak jacob.barhak at gmail.com
Fri Jun 3 13:04:17 PDT 2022


Greeting working group members,

The group recently published a paper with 12 challenges to model
reproducibility.

Here is another similar paper from the financial domain:

J.R. Hill.
The top 14 challenges for today’s model risk managers: Has the time come to
think about going beyond SR11-7?
April 2019
https://www.sas.com/content/dam/SAS/documents/event-collateral/2019/ja/sas-forum-japan/b1-sas-john.pdf

The similarity of some issues is staggering - the modeling credibility
problem appears in many domains.

Hopefully people will find this helpful.

                  Jacob
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