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BoE model risk rule may drive real-time monitoring of AI

New rule requires banks to rerun performance tests on models that recalibrate dynamically

United kingdomKeith garbuttNadia bouzebraKarolos korkasDavid asermelyAndrew mackayOffice of the comptroller currencyFederal reserveBoe prudential regulation authorityDeutsche bankPrudential regulation authorityRod hardcastleBank of england boePrudential regulation authority praDeutsche bankNited kingdom uk

New BoE rules could force banks to cull multiplying models

Risk Live: Model risk management to become more labour-intensive, as model definition is broadened

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