Models are everywhere. Many organizations use models for facilitating the decision-making process, for accounting and tax purposes, and for managing day-to-day operations. In fact, organizations are ...
Modern model risk management startup Ethos AI Inc. announced today that it has raised $6 million in new funding to expand its engineering team, enhance its go-to-market efforts and strengthen its ...
The Federal Reserve and Office of the Comptroller of the Currency (OCC) have issued the attached Supervisory Guidance on Model Risk Management, which is intended for use by banking organizations and ...
We propose a methodology for assessing model risk and apply it to the implied volatility function (IVF) model. This is a popular model among traders for valuing exotic options. Our research is ...
The desire among financial institutions to better mitigate risk gained renewed prominence as a result of the financial crisis of 2008. Subsequent regulatory and governance requirements fostered ...
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