Modelling is so integral to how the modern insurance industry works that inevitably many insurers have ended up with large collections of actuarial, risk and capital models in their organisations. The introduction of desktop modelling packages a decade or more ago, along with do-it-yourself tools such as spreadsheets and databases, plus an ongoing process of mergers and acquisitions have all contributed to the proliferation of models. Many of these are well-honed and embedded in business
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Princeton tops inaugural Risk.net quant master’s ranking
- Credit risk quants are hitting the tech gap
- Does credit risk need an expected shortfall-style revamp?