Lena Pförtner is an Analyst in the Practice Group Treasury & ALM at zeb. In this role, she is working on projects with a focus on overall bank simulation.
Use of AI in interest rate derivatives pricing – what are the benefits of hybrid approaches?
Artificial intelligence (AI), in particular machine learning (ML), opens up new possibilities for improving the accuracy and efficiency of the underlying calculations. However, it is important to consider not only the opportunities but also the risks of these technologies – including model transparency and associated costs.