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Craig heads the model validation and governance team within Moody’s Analytics quantitative research group. Craig has spent 23 years in quantitative risk control functions at Bank of America, GE, Merrill Lynch, and Goldman Sachs. Most recently, he led the model validation group at Bank of the West. Craig has a PhD in applied mathematics from the University of California, Davis.

Related Insights

New Impairment Model: Governance Considerations

In this article, we review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks.

WebPage Daniel Brown, Dr. Craig Peters
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