The Evolution of Model Validation: Why governance is essential

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Ahead of the Curve

Acadia

38 episodes

3 months ago

Acadia presents Ahead of the Curve, a podcast that provides unique perspectives and insights into the margin and collateral industry. Hosts from Acadia’s leadership team are joined by special guest speakers from across the industry to share topical perspectives and really get ‘under the skin’ of the issues that are transforming the sector.

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Business

The Evolution of Model Validation: Why governance is essential

Ahead of the Curve

24 minutes 5 seconds

1 year ago

The Evolution of Model Validation: Why governance is essential

Join our host Scott Sobolewski as he interviews Roland Stamm, Partner within Acadia’s Quantitative Services division on the important topic of model validation both for ISDA SIMM and complex internal models. Roland stresses the importance of model governance and how it is crucial for firms to be able to prove to regulators that their model is fit for purpose. Packed with sound advice and insights, this podcast is a must for firms that are embarking on backtesting and benchmarking projects.Learn more about model validation here: https://www.acadia.inc/quant-service/model-risk-management-model-validationListen time: <25 min