Backtests, Causality, And Model Risk In Quantitative Investing

Quantitative finance continues to debate the reliability and limits of model-driven investment strategies. Read more here.
Financial IT

10th Edition Model Risk Management for Financial Institutions EMEA

Model risk management is entering a period of rapid transformation as institutions integrate increasingly complex AI, ML, and GenAI models into their inventories. Traditional validation approaches are ...
Seeking Alpha

Market And Model Risk: Sequentially Interweaved Risk Dimensions

Market risk is the potential for losses in securities due to fluctuations in market factors like interest rates, currency values, FX/commodity spot rates, and equity prices. An inefficient or ...
Finextra

Balancing AI innovation and model risk: Insights from SS1/23

Recently, the UK Government called upon key regulators—including the ICO, FCA, and Bank of England (which incorporates the PRA)—to outline their strategic approach to Artificial Intelligence (AI). In ...
SiliconANGLE

Ethos raises $6M to enhance model risk management for financial institutions

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 ...
Finextra

Navigating Model Risk Management Regulation On A Global Scale

Regulators around the world differ in their approach to model risk management (MRM) regulation – including their definitions of what a model is. While some are more prescriptive, others such as the UK ...