More Model Risk Research & Insights

Model risk is an eminently practical issue – yet it is the most misunderstood source of losses, reputational...
In the Vol. 1 No. 2 Issue of the Numerix Journal, we cover XVAs, the martingale test, Numerix LSV model, and...
The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Furthermore, it...
Regulators at your door? Have Answers to Their Model Risk Requirements at Your Fingertips
Model Validation isn’t...
Reference Data Review | October 31, 2014 | By Sarah Underwood
Numerix details its newly launched automated model...
FOW | October 30, 2014 | By FOW Editorial
Numerix discusses the launch of its groundbreaking Automated Model...
Insurance Risk | October 14, 2014 | By Clive Davidson
As insurers seeks to document the how and why behind models...

As regulatory pressure continues to increase, institutions have elevated the importance of managing their model...
Quantitative models underlie practically all decision-making in the financial markets, underpinning trading, risk...
Basel 3, Dodd-Frank, Solvency II, and of course, the Supervisory Guidance on Model Risk Management (OCC Bulletin...

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