Model risk

Validating interest rate models under Solvency II

With Solvency II fast approaching, obtaining approval for your internal model is increasingly important. A key part of this process will be to demonstrate the ability of the model’s scenario generation to describe the evolution of interest rates…

Beyond distributional analysis

In the third article in a four-part series, David Rowe considers the need for financial risk management to move beyond distributional analysis to consider more qualitative inputs

It's NOT the econometrics, stupid

Risk modelling has come under the microscope since the onset of the crisis, with many blaming market risk models for exacerbating the crisis. Elizabeth Sheedy presents a defence of quantitative techniques

The top 10

OpRisk & Compliance outlines the top 10 challenges readers and their firms will face in 2008. By David Benyon, with additional reporting by Ellen Davis

A call to action

The global credit crunch shows just how much the world's financial services firms need to raise their game when it comes to risk management, says Charles Dallara, managing director of the Institute for International Finance. By Ellen Davis

Questioning the numbers

Model risk has become a key focus for financial institutions. But how do dealers ensure their models are implemented correctly and that they accurately reflect the risks an institution is running? By Laurence Neville

Breaking down the model

Brett Humphreys and Andy Dunn outline a method to help energy companies minimise potential model risk and thereby avoid costly errors in valuing deals.

Breaking down the model

Brett Humphreys and Andy Dunn outline a method to help energy companies minimise potential model risk and thereby avoid costly errors in valuing deals

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