More Model Risk Research & Insights

The events of 2008 brought to light the complexity that can exist within financial models, and demonstrated why...
GARP | March 20, 2015 | By Maureen Nevin Duffy
Steve O'Hanlon, Numerix CEO discusses Numerix's model validation...

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...

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