More Model Risk Research & Insights


In advance of formal regulation, Alex Marion, Vice President of Client Solutions Group for Insurance at Numerix...
Numerix identifies a top ten list of priorities that institutions need to be thinking about in terms of Basel III...
The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Furthermore, it...
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...

Pages