Backtesting Future Risk Factors
Abstract
Presented on the methodologies and challenges of backtesting future risk factors, highlighting key quantitative frameworks, risk factor evolution, and model validation techniques for modern risk management.
Date
Nov 1, 2023
Event
Acadia Quant Summit New York
Location
New York, USA
Joey O'Brien
Principal Consultant
Principal Consultant in the Quant Services division of LSEG, specializing in model validation, derivative pricing, and risk solutions.