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Ahead of the Curve: Model Risk, Regulation & Open Source in the UK
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YouTubeLSEG
Ahead of the Curve: Model Risk, Regulation & Open Source in the UK
This episode dives into the evolving regulatory and modelling landscape in the UK for traded risk. Scott Sobolewski speaks with Xabier Anduaga and Joey O’Brien about trends in counterparty credit risk, model validation and the growing adoption of the Open Source Risk Engine (ORE). They discuss how firms are replacing legacy vendor models with ...
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