Cutting Edge introduction: Computation, computation, computation

Computation, computation, computation

An eye in close-up superimposted by a screen of random numbers

Complicated mathematical models are all very well, but if they are too unwieldy they are no use to banks. Amenability to computation has become a prized feature in today’s modelling approaches, partly because risks have to be calculated at the portfolio level – and this requires potentially huge amounts of computing power.

There are two ways to achieve this – techniques from computer science can be used to speed up calculation, or models can be developed that are inherently more computation

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