FRTB permits internal model treatment of positions, only where there are liquid markets, to obtain realistic estimates of the historical volatility and correlations of such positions. The risk ...

Model risk management is also subject to regulatory requirements for documentation and reporting, and to also satisfy regulators that there have been efforts to tag the outputs with explanations ...

Model risk management – Special report 2019 A spectre is haunting Europe – the spectre of model risk. Launched in 2016, the European Central Bank’s (ECB ’s) Targeted Review of Internal Models (Trim) ...

COSTA MESA, Calif.--(BUSINESS WIRE)--Experian, a leading global data and technology company, and ValidMind, a leader in model risk management solutions, today announced a strategic partnership ...

Experian today announced the launch of Experian Assistant for Model Risk Management, a first-of-its-kind solution to help financial institutions govern and manage models more efficiently across ...

Why Choose Experian Assistant for Model Risk Management : Model-Risk-Management Excellence – Simplify model documentation efforts via automation, guided workflows and seamless tool integration.