GRA · 人工智能与金融模型风险

空间金融资本与危害、风险暴露和转型的交汇之处

金融来源与许可登记册

Where AI and Financial 模型风险 gets its exposure, loss and market data: each source with its licence, vintage, coverage and known gaps.

01工作空间

The workspace for financial source and licence register.

证据登记册

AI and model risk · Financial source and licence · Example interface, not a record

登记册为最新GRA · 人工智能与金融模型风险

指标

单位 · 频率 · 标签

Models in inventory个模型每月已发布统计SP-4455
Overdue validations个模型每月已发布统计SP-3846
High-tier models with open findings个模型每月已发布统计SP-9734
Models with drift alerts个模型每周观测SP-4185
Use outside approved scopecases每季度已报告SP-4582

来源护照

来源
模型清单
许可协议
开放 · 署名
管理者
Model developer
覆盖范围
69 pct of places
已知局限
高地稀疏

按地点的覆盖情况

证据登记册。示意界面;并非实时数据。

AI and Financial Model Risk · Evidence register. 证据登记册:示例名称与示意数值,不是记录。

02记录的内容

每个来源都附有五项事实。

01

来源

由谁生成数据以及如何生成。

02

获取条款

许可、限制与允许的用途。

03

质量

覆盖范围、分辨率、更新频率与已知误差。

04

来源追溯

数据如何到达平台以及做了哪些更改。

05

缺口

缺少什么以及如何处理缺口。

03来源

Public sources.

来源Supports标签
Supervisory guidanceExpectations已声明
Published model failures失效模式已报告
Public benchmark data setsMethod testing观测

人工智能与金融 模型风险 source is recorded with its owner, licence and evidence label. Where data on model and AI risk is confidential, AI and Financial Model Risk works from aggregates and says so.

04状态

登记册如何扩充。

来源在经过审查后加入登记册。只有当其条款允许所述用途时,来源才会被列出。

05Where this page’s references

Where this page’s references lead.

阅读本页时所对照的机构和文件。状态和版本会变化;每个链接都指向发布机构。

06问题

问题与解答。

我可以推荐数据来源吗?
可以。请通过 联系表单 来信,注明来源、其所有者及其条款。
报告贡献

从本页贡献证据。

报告 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.

全球风险联盟(Global Risks Alliance)人工智能与金融模型风险方法与技术指数级技术
人工智能与金融模型风险

向联盟提出风险暴露或资本问题。

信息和咨询现已开放。每项咨询都会获得一个编号,并告知下一步;申请、付款、算力分配和注册只有在相应团队、条款和审查能力就绪时才会开放。

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GRA is a not-for-profit institution. To ask who funds a piece of work, use the funding questions form.

Independence

Editors and the expert reviewers named on each article decide what we publish. Funders and partners do not review or approve articles before publication.

Licence

Articles: CC BY 4.0. Figures, maps, twins and data: CC BY 4.0. Other uses: ask through the permissions form.