Join our host Scott Sobolewski as he interviews Roland Stamm, Partner within Acadia’s Quantitative Services division on the important topic of model validation both for ISDA SIMM and complex internal models. Roland stresses the importance of model governance and how it is crucial for firms to be able to prove to regulators that their model is fit for purpose. Packed with sound advice and insights, this podcast is a must for firms that are embarking on backtesting and benchmarking projects.
Learn more about model validation here: https://www.acadia.inc/quant-service/model-risk-management-model-validation
Listen time: <25 min
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