Currently, the main models used for derivative pricing are based on arithmetical models. Their weakness, however, is their performance. Derivative valuation using machine learning may be the future in several areas of financial institutions.
An integrated and consistent framework is the key to effectively managing non-financial risks
Focus: Modeling of risk parameters – new importance for downturn parameters in IRBA model development.
How to manage scarce financial resources in banks.
SMA for operational risk finalized.
How to valuably implement regulatory requirements.
BCBS #355 proposes a standardized approach that is planned to replace all three existing approaches.
zeb: Mathias, to introduce your company can you please elaborate on the main pillars of your business model? Mathias Wegmüller:
A core component of a holistic liquidity risk management approach
Integrated architectures offer more than one response to regulatory requirements.
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