01 November 2014

Data Management 101

Archive for: September, 2009
Brian SentanceXenomorph - New York

The Uncertainty of Pricing Models

20 September 2009  |  4898 views  |  0  |  Recommends 0

I managed to catch some of the first day on Thursday of the "Pricing Model Validation: Mitigating Model Risk" conference. I thought it would be worthwhile going along since firstly the past 12-18 months have made model risk very topical both from the perspective of some of the failings in the use of certain complex derivative pricing mo...

TagsRisk & regulationWholesale banking
Gert RaevesTowerGroup - London

Pricing - Mind the Gap

09 September 2009  |  3710 views  |  0  |  Recommends 0

Two widely-accepted facts: valuation processes sit in the front office, reporting sits in the back. But what's in the middle? Often, it's been a chasm where the basic details on how/when/why an asset or portfolio was priced disappear, never to be found - a problem when the regulators knock on the door. Demand for independent price verification (I...

TagsPost-trade & opsWholesale banking
Previous 1 Next
Active bloggers

Top bloggers: 30 days

Most viewed Engaging

There are no top bloggers for the last 30 days.

Who is commenting on Data Management 101 posts

Sarrah Towsend
David Millar
Ketharaman Swaminathan
Marc Murphy
John Fitzgerald
Michael Schultz
Ohad Samet
Brian Sentance
Elizabeth Lumley
Ed Daniel
Gary Wright
Joergen Jensen