Cutting Edge introduction: Computation, computation, computation

Today’s modelling approaches can require huge computing power, but help is at hand. Laurie Carver introduces this month’s technical articles, each of which covers a different method of achieving computation-friendly results

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here