Market Risk: Calibration and Validation briefing slides 27 Sept 2011 |
Our Model Validation briefing took place on 27 Sept 2011.
Highlights of the talk included:
- How to ensure your assumptions are consistent and robust under challenge
- New developments in back-testing and validation
- Learning lessons from banking
- Concrete examples based on interest rates, equity markets and credit risk
You can download presentation slides below.
IE| Market Risk: Calibration and Validation briefing slides 27 Sept 2011
(898.66 KB)