Learn about model risk, its causes, management strategies, and real-world examples from financial industry pitfalls. Unlock ...

Discover essential risk assessment methods, including qualitative and quantitative analyses, to make informed investment ...

NEWARK, Calif.--(BUSINESS WIRE)--RMS ®, a Moody’s Analytics company and world-leading risk modeling and solutions company, today announces it will be releasing four new High Definition™ (HD) models, ...

This article was written by Antonios Lazanas, Head of Portfolio and Index Research at Bloomberg. Modern risk modelling is not just about monitoring risk. Sure, the specialists who manage risk are ...

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 ...

Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace dummy variables for deeper, more accurate risk insight. PCA shrinkage ...

Risk modeling comes in varying shapes and sizes throughout the financial world. Having previously worked as a derivatives trader on the Chicago Board Options Exchange and as a senior risk analyst, I ...

Over time, investment portfolios can drift away from their original allocation. This can happen for a range of reasons. A new fund manager could deviate from a fund’s original process. Fund managers ...