Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...

Against a background of increasing reliance on models and scenario analysis to assess future risks, the UK’s bank regulator, the Prudential Regulation Authority (“PRA”), has published a supervisory ...

Modern financial systems are built on risk models for good reason. They provide structure in uncertainty, comparability ...

Indra Reddy Mallela has been at the forefront of financial risk model validation, continuously pushing the boundaries of compliance and fraud detection. With a background spanning roles at leading ...

There are two main methods of calculating the solvency capital requirement (SCR) under Solvency II, the “standard formula” and “internal model” methods: (a) The standard formula method, as its name ...

The PRA’s new supervisory statement extends banks’ model risk management obligations “across all models” - not just capital and stress testing. What steps must banks take to comply? Despite last ...

Swiss Re has announced that Fathom’s flood hazard and terrain data are now being integrated into its internal catastrophe model, enhancing the reinsurance ...

This is the first article in a three-part series focusing on conditions and volatility in energy and commodity markets, and how trading firms and commodity brokers must assess the ongoing changes and ...

Many of the companies that I work with are large, diversified, non-digital-native enterprises. I call them "SuperPowers," though I'd welcome a better name. They're generally Fortune 1000 or even ...