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Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and ...
Written by market risk expert, Nigel Da Costa Lewis, this second edition gives concise and applied explanations of approaches to market risk modelling, demonstrated using relevant, applicable ...
Market risk is a constantly evolving concept, but combining it with a novel global pandemic brings new complexities. It is not market risk alone that is changing, but also how it is stress-tested and ...
Alexander Sokol, founder of software company CompatibL, has seen plenty of risk modelling changes during his 25 years in the business. In the 1990s, when US rates spent most of the decade between 3% ...
Model risk is a type of risk that occurs when a financial model is used to measure quantitative information such as a firm's market risks or value transactions, and the model fails or performs ...
Traditional risk models, especially in volatile markets, have notable limitations. They rely heavily on historical data and assume normal distributions, making them less effective when market ...
Discover the challenges in the catastrophe risk modelling market featuring Matthew Jones, Head of ModEx Product at Nasdaq, and James Lay, Commercial Director of ModEx at Nasdaq.
The global AI model risk management market size is valued at USD 5,703.02 million in 2024. It is anticipated to generate an estimated revenue of USD 19,036.19 million by 2034, according to the ...
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