As monetary institutions rely greatly on economic and financial models for a wide array of applications, model validation has become progressively inventive within the field of risk. The Journal of ...
He is a regulatory quant and provides weekly global online trainings in financial risk management. He is co-author of first ever model risk management textbook. He has experience in a spectrum of ...
Europe’s top financial regulator floated the idea at ... banks to use credit data that includes times of stress in their risk models, people familiar with the matter said. The ECB proposal ...