Regulations

Prudent Valuation: Bridging the Gap Between Pricing & Risk Management

Dr. Marco Bianchetti and Ilja Faerman discuss the new Prudent Valuation regulations, interpret the numerous AVAs and examine their calculations, and discuss best practices in implementing a Prudent Valuation framework. Register to view On-Demand.

11/12/14

White paper

Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models

Driven both by regulators and internal pressure to avoid losses due to poor modeling, the validation of derivative pricing has received a burst of renewed interest in recent years.

07/02/14