Model Validation
The question is not: ‘Is the risk model right?’ or ‘Is the risk model correct?’, but ‘Is the risk model useful?’
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Model Validation
For risk model validation, the correct question is not: ‘Is the risk model right?’ or ‘Is the risk model correct?’, but ‘Is the risk model useful?’

There are two main kinds of models that we are called on to validate:
  • Derivative pricing models
  • Risk models

Looking for an external model validation consultant? Please get in touch with us.

Our solutions
Risk Modeling
As per our definition of risk, the measurement of profit and loss (P&L) distribution. Volatility and VaR are...

Derivative Pricing Models
Valuation of assets require a deep understanding of the market as well as the asset in question. We use...

Model Validation
For risk model validation, the correct question is not: ‘Is the risk model right?’ or ‘Is the risk model correct?’...