The newly introduced Numerix Perspectives Series features expert panels of industry practitioners, analysts and Numerix specialists in guided, in-depth discussions—weighing in on key industry challenges and timely topics for derivatives and insurance practitioners.

The first panel discussion in this video series addresses the model risk challenges firms are facing today, in addition to best practices that can be adopted to better manage model risk—including the most effective ways to quantify model risk and analysis surrounding the introduction of model-based limits.

Moreover, while recent Greenwich Associates research found that both sell side and buy side firms have improved their model risk management practices in the past few years, those process still remain largely manual, very time consuming, and prone to disputes between different departments with differing objectives and incentives.

So, what can be done to ease this burden of market participants, and in doing so reduce the risk that a model failure could threaten the world’s financial system? Where is the prioritization of model risk management today and how is it shifting? What are the best ways to quantify model risk and address the introduction of model-based limits?

Join featured panelists Kevin McPartland of Greenwich Associates, along with Dr. David Eliezer and Satyam Kancharla of Numerix as they address all of these questions in the inaugural panel discussion of the Numerix Perspectives Series, “Challenges & Opportunities in Dealing with Model Risk: A Panel Discussion with Greenwich Associates & Numerix.” In this discussion, our panelists also examine important recent research findings from Greenwich Associates and discuss specifically how firms can overcome many of today’s existing model risk management challenges.

To view this video, simply register using the form to the right.

Featured Speakers:

Kevin McPartland, Principal, Market Structure and Technology, Greenwich Associates
McPartland authored the recent Greenwich Associates report Reducing the Risk of Using Financial Models based on conversations with heads of model management at first and second-tier investment banks, asset managers and insurance companies, conducted in the first quarter of 2015.
 

Dr. David Eliezer, Vice President, Head of Model Validation, Numerix
Dr. Eliezer is the resident Model Validation quant at Numerix working on approaches for automated model validation testing as well as the testing of internal Numerix pricing models. With 18 years of experience as a Wall Street Quant at Goldman Sachs, Morgan Stanley, General Re Financial Products, and Bloomberg, among others, he brings a wealth of knowledge and experience in dealing with and tackling the challenges of model validation as a practitioner.
 

Satyam Kancharla, Chief Strategy Officer & SVP of Client Solutions Group
Kancharla leads the Numeix Client Solutions team and has deep experience and understanding of how these issues are impacting a wide cross section of practitioners using Numerix solutions and non-users still looking for solutions to address these challenges. His team also directs the Numerix approach to solutions for these challenges within our products.
 

Moderator: Jim Jockle, Chief Marketing Officer, Numerix
Jockle as head of the marketing division moderates the thought leadership and educational programs at Numerix, participates in industry governance and standards organizations and associations, is active in media relations, and is on the front lines of engagement with clients and industry practitioners on a daily basis. This combined with his years of capital markets experience brings unique perspective on market developments, best practices, industry pain points and regulatory demands that help to guide and frame the series.

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