Quant / Model Risk EMEA

June 8, 2022

Reviewing model reaction to COVID-19 and assessing the impact of volatility in 2021

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Mohit Dhillion, Managing Director, Quantitative Analytics, […]
June 8, 2022

Quantification of model risk and tiering of models for a risk sensitive approach

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Fares Triki, Head of Model Risk […]
June 8, 2022

Automation in model risk management

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Julian Horky, Head of Risk Controlling, […]
May 31, 2022

Demonstrating resilience and developing business continuity plans in light of recent volatility

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
May 31, 2022

Designing and implementing an effective internal fraud detection system

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
May 31, 2022

Assessing regulatory changes ahead and the impact on third party and vendor risk management

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
May 27, 2022

Measurement and quantification of model risk: Aggregating model risk for a holistic view

May 27, 2022

Definition and classification of a model under the global guidelines and treatments across the institution

By Daniel Hoyt, Head of Model Validation, Euroclear
May 26, 2022

ClimWISE – Assessment of climate risk for credit portfolios

Article by Deloitte
May 26, 2022

Validation and Governance of the use of AI and machine learning models to increase efficiency

By Paul O’Donovan, Director, US Model Governance, BMO Financial
May 25, 2022

Climate-linked scenarios and credit risk modelling

By Giorgio Baldassarri, Global Head of Analytic Development Group, S&P Global Market Intelligence
May 25, 2022

Effective model risk and incorporating effective controls to guard against model errors and allow for quick response

By Paul Burnett, Global Head of Traded Risk Analytics, HSBC
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