Numerix: Pricing Model Validation – Regulation & Best Practices
In today’s video blog, Dr. David Eliezer PhD, Vice President and Head of Model Validation at Numerix sits down with CMO, Jim Jockle to discuss the increased importance of model validation. Jim and David discuss the primary regulatory and market drivers impacting the resurgence of model validation; and touch on a number of issues, including the importance of transparency and the five key components that comprise the valuation process for derivatives. David also expands upon model implementation
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