More Model Risk Research & Insights

In the Vol. 2 No. 1 Issue of the Numerix Journal, we propose an approach to dealing with negative rates in the...
The financial industry is reaching a pivotal stage since the last financial crisis where the relentless stream of...
RISK EXECUTIVE SERIES
James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest challenges and...
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...

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