mrv-lib/CITATION.cff at main · modelguard-lab/mrv-lib · GitHub

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cff-version: 1.2.0
message: "If you use mrv-lib in your research or governance work, please cite it as below."
type: software
title: "mrv-lib: Model Risk Validator"
abstract: >
  mrv-lib is an open-source Python library for quantitative model risk governance.
  It implements the Model Risk Index (MRI) and associated specification-invariance
  tests from the MRV research programme, providing SR 26-2 / OCC Bulletin 2026-13
  (formerly SR 11-7) / Basel IV / RBNZ BS2A compliant validation artefacts.
authors:
  - family-names: Zheng
    given-names: Kai
    email: kai.zheng@mrv-lib.org
    affiliation: ModelGuard Lab
version: "0.5.0"
date-released: "2026-05-25"
url: "https://mrv-lib.org"
repository-code: "https://github.com/modelguard-lab/mrv-lib"
license: AGPL-3.0-or-later
doi: "10.5281/zenodo.PLACEHOLDER"
references:
  - type: article
    title: "Model Risk Index"
    authors:
      - family-names: Zheng
        given-names: Kai
    year: 2026
    notes: "Paper 3c. Working paper."
  - type: article
    title: "Regime Labels Are Not Representation-Invariant"
    authors:
      - family-names: Zheng
        given-names: Kai
      - family-names: Low
        given-names: Rand Kwong Yew
      - family-names: Wang
        given-names: Shiqin
    year: 2026
    journal: "Finance Research Letters"
    notes: "Paper 1. Under review."
  - type: article
    title: "Regime Labels Are Not Resolution-Invariant"
    authors:
      - family-names: Zheng
        given-names: Kai
      - family-names: Low
        given-names: Rand Kwong Yew
      - family-names: Wang
        given-names: Shiqin
    year: 2026
    journal: "Finance Research Letters"
    notes: "Paper 2. Provisionally accepted."
  - type: generic
    title: "OCC Bulletin 2026-13 / SR 26-2: Revised Model Risk Management Guidance"
    authors:
      - name: "Office of the Comptroller of the Currency"
      - name: "Federal Reserve Board"
      - name: "Federal Deposit Insurance Corporation"
    year: 2026
    url: "https://www.occ.treas.gov/news-issuances/bulletins/2026/bulletin-2026-13.html"
    notes: >
      Jointly issued 2026-04-17. Supersedes SR 11-7 (Federal Reserve, 2011) as
      the primary US model risk management guidance. mrv-lib report templates
      target this standard from v0.5.0 onward.
  - type: generic
    title: "SR 11-7: Guidance on Model Risk Management (historical reference)"
    authors:
      - name: "Federal Reserve Board"
    year: 2011
    notes: >
      Superseded by SR 26-2 / OCC Bulletin 2026-13 on 2026-04-17. Retained
      here as a historical reference; mrv-lib v0.4.x targeted this standard.