Joined the Ahead of the Curve: 2024 Year in Review podcast episode alongside Scott Sobolewski and Roland Stamm to reflect on key ORE developments in 2024 (including PFE, XVA, and market risk sensitivities) and a look ahead to 2025.
Joined Roland Stamm on the Ahead of the Curve podcast to discuss counterparty credit risk using ORE, with a focus on backtesting for future risk factors, Bank of England developments, and post-2022 market scrutiny.