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محتوای ارائه شده توسط GARP. تمام محتوای پادکست شامل قسمت‌ها، گرافیک‌ها و توضیحات پادکست مستقیماً توسط GARP یا شریک پلتفرم پادکست آن‌ها آپلود و ارائه می‌شوند. اگر فکر می‌کنید شخصی بدون اجازه شما از اثر دارای حق نسخه‌برداری شما استفاده می‌کند، می‌توانید روندی که در اینجا شرح داده شده است را دنبال کنید.https://fa.player.fm/legal
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SVB and Signature Bank: The Roles of Risk Modeling, Culture and Stress Testing

24:45
 
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Manage episode 360677905 series 1756199
محتوای ارائه شده توسط GARP. تمام محتوای پادکست شامل قسمت‌ها، گرافیک‌ها و توضیحات پادکست مستقیماً توسط GARP یا شریک پلتفرم پادکست آن‌ها آپلود و ارائه می‌شوند. اگر فکر می‌کنید شخصی بدون اجازه شما از اثر دارای حق نسخه‌برداری شما استفاده می‌کند، می‌توانید روندی که در اینجا شرح داده شده است را دنبال کنید.https://fa.player.fm/legal

Hear from risk modeling expert Tony Hughes about the parts various risk management techniques played in recent bank failures, as well as the current challenges facing modelers.

Risk models have grabbed headlines for all the wrong reasons over the past couple of years, and now they are in the news again thanks to the sudden collapses of Silicon Valley Bank and Signature Bank. People want to know why the internal risk models at these banks did not properly account for interest-rate risk and why they seemed completely unprepared when their depositors made a mad dash for the exits.

The failures have also raised thought-provoking questions about liquidity risk management deficiencies, the proper use of stress testing, risk governance problems, and the flaws in current bank regulation.

What’s more, these issues are being raised at a time when modelers are contending with other significant challenges, such as forecasting for expected credit losses during a time of great uncertainty.

Risk modeling maestro Tony Hughes, Risk Intelligence’s “Risk Weighted” columnist, joins GARP editorial director Robert Sales to discuss some of the hottest FRM issues of today.

Speaker's Bio:

Tony Hughes is a risk modeling and ESG expert. He has more than 20 years of experience as a senior risk professional in North America, Europe and Australia, specializing in model risk management, model build/validation and quantitative climate risk solutions.

  continue reading

72 قسمت

Artwork
iconاشتراک گذاری
 
Manage episode 360677905 series 1756199
محتوای ارائه شده توسط GARP. تمام محتوای پادکست شامل قسمت‌ها، گرافیک‌ها و توضیحات پادکست مستقیماً توسط GARP یا شریک پلتفرم پادکست آن‌ها آپلود و ارائه می‌شوند. اگر فکر می‌کنید شخصی بدون اجازه شما از اثر دارای حق نسخه‌برداری شما استفاده می‌کند، می‌توانید روندی که در اینجا شرح داده شده است را دنبال کنید.https://fa.player.fm/legal

Hear from risk modeling expert Tony Hughes about the parts various risk management techniques played in recent bank failures, as well as the current challenges facing modelers.

Risk models have grabbed headlines for all the wrong reasons over the past couple of years, and now they are in the news again thanks to the sudden collapses of Silicon Valley Bank and Signature Bank. People want to know why the internal risk models at these banks did not properly account for interest-rate risk and why they seemed completely unprepared when their depositors made a mad dash for the exits.

The failures have also raised thought-provoking questions about liquidity risk management deficiencies, the proper use of stress testing, risk governance problems, and the flaws in current bank regulation.

What’s more, these issues are being raised at a time when modelers are contending with other significant challenges, such as forecasting for expected credit losses during a time of great uncertainty.

Risk modeling maestro Tony Hughes, Risk Intelligence’s “Risk Weighted” columnist, joins GARP editorial director Robert Sales to discuss some of the hottest FRM issues of today.

Speaker's Bio:

Tony Hughes is a risk modeling and ESG expert. He has more than 20 years of experience as a senior risk professional in North America, Europe and Australia, specializing in model risk management, model build/validation and quantitative climate risk solutions.

  continue reading

72 قسمت

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