Interview by Anthony Villis of First Wealth with Chris Cormack – our resident AI/ML expert! https://blog.firstwealth.co.uk/ask-the-ai-expert-part-1?utm_campaign=Ask%20the%20AI%20Expert&utm_content=91969789&utm_medium=social&utm_source=linkedin&hss_channel=lcp-2392212
We are included in the Jan 2019 edition of Intelligent Risk on the topic of low probability default. Quant Foundry –Low Probability Default Modeling Using A Tree Approach A Model Driven By Market Demand and Fragmented Data The drivers underlying development of the methodology described in this article arechallenges posed by Read more…
Chris and I are delighted to provide details of the Quant Labs new operational risk model that supports COO in making targeted improvements to the business operating landscape under different scenarios. Leveraging off machine learning, the model continues to improve its predictive powers as new information becomes available. Operational risk Read more…
Sometimes we must remember that the most high tech solution is not necessary the best. This article written by David highlights the need for a pragmatic and low tech solution for FRTB. https://www.linkedin.com/pulse/low-tech-solution-address-standard-approach-small-banks-david-kelly/
Chris has recently published an article on LinkedIn showing our pilot machine learning model that creates insight to the risk drives that create pain points in the operations of a complex place such as a bank. Think how clever it would be if the COO can optimise investment in operations Read more…
Dear All Chris and I have published article on LinkedIn giving an overview of the work that Maria completed with our client on Low Probability Default. We are very excited at its application and has given us thoughts on how to define stress events. https://www.linkedin.com/feed/update/urn:li:activity:6452459971564101632