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Model Performance Monitoring Adjustments

Liming Brotcke, Ph.D.

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A Framework to Respond to Covid-19

The COVID-19 pandemic has caused unprecedented model failure and forecasting concerns across the financial industry. The widespread model deterioration cannot not be easily resolved by immediate redevelopment and recalibration effort, largely due to t…

About the Author
Liming Brotcke, Ph.D.
Lead of the Model Validation Group, Ally Financial
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