16 September 2014

Data Management 101

Archive for: September, 2009
Brian SentanceXenomorph - New York

The Uncertainty of Pricing Models

20 September 2009  |  4886 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  |  3692 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
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