New York Chapter

Together, PRMIA New York and Numerix presented "Model Risk Management - How Far Have We Come?"

On September 9th,  PRMIA and Numerix held an event to discuss how firms can uncover hidden model risks and ways to manage the risks they discover.

The key question of the evening was: So how do firms – and their regulators – typically deal with model risk? 

Thank you to our speakers; David Eliezer and Sanjay Sharma. 

Please click to veiw their presentations: 

Sanjay Sharma - Chief Risk Officer of Global Arbitrage and Trading, RBC Capital Markets

David Eliezer, PhD - Vice President, Head of Model Validation, Numerix

 

 

Please send comments to newyork@prmia.org