Robust quantitative models have been an essential component of risk management and analysis for decades, but have dramatically increased in sophistication and complexity over the last few years. Rapidly changing market dynamics and increased regulations demand adaptive financial models that address a broad range of evolving risks.

Recent high-profile model failures have emphasized the importance of modeling practices that employ stringent implementation, validation and review techniques to manage hidden risks - risks within models themselves. As a result, Model Risk is increasingly on every risk manager’s radar.

On Tuesday, February 26, 2013 Satyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group, discusses model risk assessment, regulation and best practices. This webinar addressed:

  • The Evolution of Model Risk
    • Market Factors
    • Regulatory Drivers
    • Industry Challenges
  • Model Risk Analysis – Assessment, Validation & Review Processes
    • How is Model Risk Assessed?
    • Is it Really Quantifiable?
    • What about Data Quality?
  • Best Practices Case Study
To view the webinar replay, just register on the right side of this page.
Featured Numerix Speakers
Satyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group
Mr. Kancharla is currently Chief Strategy Officer as well as head of the Client Solutions Group responsible for Product Management, Requirements Gathering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Pre-Sales at Numerix.

 

Before joining Numerix in New York, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia. Earlier in his career, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles. He holds a MS degree in Applied Statistics and Informatics and a BS in Mathematics and Computers.

Moderator: Jim Jockle, Chief Marketing Officer
Mr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

Register for the On-Demand Webinar

Select Form: 

Form #1: On-Demand Webinar

Keep me informed of future webinars from Numerix:

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
newsletter issue - Nov 12, 2018

Thinking Derivatively - November 2018 Issue

newsletter issue - Oct 11, 2018

Thinking Derivatively - October 2018 Issue

industry conference

Risk USA 2018

newsletter issue - Sep 5, 2018

Thinking Derivatively - September 2018 Issue

newsletter issue - Aug 8, 2018

Thinking Derivatively - August 2018 Issue

newsletter issue - Jul 10, 2018

Thinking Derivatively - July 2018 Issue

conference presentation

Fixed Income Investment in Rising Interest Rates

newsletter issue - Jun 4, 2018

Thinking Derivatively - June 2018 Issue

in the news - May 9, 2018

OpenFin Expands Beyond Front Office

in the news - May 9, 2018

Numerix Deploys Oneview on OpenFin's Operating System

newsletter issue - May 2, 2018

Thinking Derivatively - May 2018 Issue

newsletter issue - Apr 11, 2018

Thinking Derivatively - April 2018 Issue