More Model Risk Research & Insights

Basel 3, Dodd-Frank, Solvency II, and of course, the Supervisory Guidance on Model Risk Management (OCC Bulletin...

The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Moreover, it...
In this inaugural issue of the Numerix Journal we address challenges to multi-curve discounting, the Numerix...
Model risk has gained renewed importance since the 2008 financial crisis. A strong contributor to model risk is...
Model risk can no longer be ignored. As we ring in the New Year, what resolutions should financial practitioners...

In today’s video blog, Dr. David Eliezer, Vice President and Head of Model Validation at Numerix sits down with...
Model validation of derivative pricing models has received a burst of renewed interest since the global financial...

In this paper, Numerix Chief Strategy Officer & SVP, Satyam Kancharla, outlines industry best practices for...
Waters Inside Reference Data | December 6, 2013 | By Nicholas Hamilton
Satyam Kancharla, CSO of Numerix discusses...
Robust quantitative models have been an essential component of risk management and analysis for decades, but have...

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