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Introduction Our article A principled approach: Model Risk Management in the PRA’s spotlight highlighted the principles laid out in the...
The use of data driven analytics is rising and financial services firms are increasingly experimenting with advanced analytics and...
In our previous article, we presented a heuristic for optimal clustering of risk ranking scores in time series data, to achieve robust PD...
Audience: Chairs of Board Audit and Board Risk committees, CROs, CFOs, heads of model risk, model owners/sponsors, model developers,...
Summary One question that we are often asked, is how many grades should a probability of default (PD) calibration employ, under discrete...
In our previous article, we explored how seemingly reasonable and small variations in assumptions can result in a wide range of...
Introduction1/1/22 heralded not only the new year, but the compliance date for UK firms' implementation of the "EBA Roadmap" to reduce...
Like a herd of wildebeest, perched tentatively on the banks of a river’s edge, it takes a leap of faith to plunge into the unknown...