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 ...

Organizations that consistently produce useful risk metrics succeed because they established a common language before they began measuring anything.

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 ...

Banks and their service providers have relied heavily on the prior guidance, originally a joint OCC-Fed issuance from 2011 that was later adopted by the FDIC in 2017, in developing and deploying ...

The gap between AI and traditional risk modelling is substantial. Traditional models often fall short when dealing with complex, non-linear relationships. In contrast, AI models thrive in detecting ...

The Financial Industry Regulatory Authority (FINRA) recently published a transparent description of how it assesses member-firm risk and uses those results to plan and tailor examinations. This ...

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 ...

Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and ...