The Evolution of Model Validation: Why governance is essential

Episode 32 September 18, 2024 00:24:05
The Evolution of Model Validation: Why governance is essential
Ahead of the Curve
The Evolution of Model Validation: Why governance is essential

Sep 18 2024 | 00:24:05

/

Show Notes

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

Other Episodes

Episode

June 23, 2025 00:28:29
Episode Cover

Ahead of the Curve: 2024 Year in Review – Open Source Risk Engine (ORE)

Join Scott Sobolewski, Roland Stamm, and Joey O’Brien from Post Trade Solutions (formerly Acadia) Quant Services team, as they reflect on a transformative year...

Listen

Episode 30

July 08, 2024 00:30:38
Episode Cover

Unpacking the Agenda - Part 3

Scott O’Malia, CEO at ISDA returns for a ‘threepeat’, his 3rd time on the podcast. He joins John Pucciarelli, Head of Industry Engagement at...

Listen

Episode 9

January 26, 2022 00:23:57
Episode Cover

Open-Source Technology – What role can it have in the risk industry?

Join Acadia’s CEO Chris Walsh, Co-Head of Quantitative Services Roland Lichters, and Partner Scott Sobolewski as they sit down to dig deeper into the...

Listen