GRA · AI and Financial Model Risk
Spatial financeWhere capital meets hazard, exposure and transition
STEM foundation of AI and Financial Model Risk
The science, technology, engineering and mathematics AI and Financial Model Risk rests on. Each method has a canonical page in the STEM Commons, hosted by the Global Centre for Risk and Innovation (GCRI), and a page here on how it is applied in this field.
Four pages under STEM foundation of AI and Financial Model Risk.
- 01RêbazArtificial intelligence and machine learning for AI and financial model risk
- 02RêbazAI evaluation and assurance engineering for AI and financial model risk
- 03RêbazUncertainty quantification and model validation at AI and Financial Model Risk
- 04RêbazProbability and statistics for AI and financial model risk
The methods behind the field.
- 01Zîrekiya çêkirî û fêrbûna makîneyêGradient-boosted credit models · Language models in operations · Anomaly detectionSteward · Artificial Intelligence and Autonomous SystemsApplied here
- 02Endezyariya nirxandin û teminata zîrekiya çêkirîValidation of machine learning models · Red-teaming generative AI · Fairness assessmentSteward · Artificial Intelligence and Autonomous SystemsApplied here
- 03Pîvandina nediyariyê û rastandina modelêPrediction intervals for loss models · Model ensembles · Model risk capital or buffersSteward · Systems Science and ModellingApplied here
- 04Îhtîmal û statîstîkCalibration testing · Drift statistics · Group outcome comparisonSteward · Systems Science and ModellingApplied here
The STEM methods AI and Financial Model Risk applies, and why.
- Machine learning in financial modelsRole in AI and Financial Model RiskArtificial intelligence and machine learning are methods that learn patterns from data to predict, classify or generate.
- AI assurance for financial modelsRole in AI and Financial Model RiskAI assurance is the set of practices that give justified confidence in an AI or model system: validation, testing, red-teaming, monitoring, documentation and independent review.
- Uncertainty in financial modelsRole in AI and Financial Model RiskUncertainty quantification estimates how far a model’s output could be wrong, from data, parameters, structure and use.
- Statistics for model performance testingRole in AI and Financial Model RiskProbability and statistics underpin financial models: estimating default and claim rates, testing calibration, measuring discrimination and detecting drift.
Each AI and Financial Model Risk method is described once in the STEM Commons at GCRI and applied here to model and AI risk.
Grounding makes claims checkable.
When a finding names the methods it depends on, a reader can see its assumptions and limits, and an expert in that method can challenge it.
Where this page’s references lead.
Sazî û belgeyên ku ev rûpel li hember wan tê xwendin. Rewş û çap diguherin; her girêdan diçe ba saziya derxistinê.
Pages in STEM foundation of AI and Financial Model Risk.
Artificial intelligence and machine learning for AI and financial model risk
RêbazAI evaluation and assurance engineering for AI and financial model risk
RêbazUncertainty quantification and model validation at AI and Financial Model Risk
RêbazProbability and statistics for AI and financial model risk
Pirs û bersiv.
What is a steward platform?
Ji vê rûpelê delîl bidin.
rêzeya Pergalên Stratejîk is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.
- E-nameGateway GW-GRAJi vê rûpelê bişîninDelîl, rastkirin, doz, rêbaz, nirxandin, wergerandin an têketina profîlê. Bi nîşana vê rûpelê digihîje, ji ber vê yekê edîtorê xwediyê wê wê bistîne.
- ZenodoDepoya vekirîWê razînin û ji civakê re bişîninTomara xwe li Zenodo bi ORCID iD ya xwe biweşînin, paşê wê li wir ji civaka Reports re bişînin. Kurator wê vedikolin; DOI ya we dimîne.
- rêzeya Pergalên StratejîkGlobal Risks AllianceHemû rêyên beşdariyê bibîneCureyên beşdariyê, her yek çawa tê nirxandin, tu çi navlêkirinê distînî, lîsans û tiştê ku qet nayê qebûlkirin.
Tu carî daneyên şexsî, hûrgiliyên binesaza hesas an tiştekî ku mafê we yê parvekirinê tune ne neşînin. Beşdarî berî bikaranînê tê nirxandin; şandina wê nivîskarî an mafên edîtorî nade û sponsorî tu carî encamekê nakire.
Bring an exposure or capital question to the Alliance.
Agahî û pirs îro vekirî ne. Pirsek referansekê distîne û gava piştî wê dide nasîn; serlêdan, drav, veqetandina hesabkirinê û tomarkirin tenê dema ku tîm, mercên wê û kapasîteya vekolînê hebin vedibin.
Belgeyên hiqûqî.
Nexşe, dane û jimarên vê malperê ji bo çarçoveyê û agahiyên giştî têne nîşandan. Ew ne şîret, ne pêşbînî û ne hişyarî ne; sînorên agahiyê di Daxuyaniyên Berpirsiyariyê û Daxuyaniyên Daneyê de hatine diyarkirin.