Alexey Smurov

SVP, Head of Business Model Risk Management and Administration, PNC

Biography coming soon...

All Sessions by Alexey Smurov

16:35 - 17:20

TRANSPARENCY IN BLACKBOX MODELS - PANEL DISCUSSION

Shining light into the black box
Navigating blackbox models through disclosure and transparency

  • Negotiating disclosure of training data, features, and assumptions
  • Assessing models despite limited transparency into vendor IP
  • Establishing validation expectations for black-box tools
  • Leveraging independent testing where internal replication is impossible
  • Balancing competitive advantage against risk management obligations