Abstract
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.
Date
Jul 15, 2024
Event
LSEG Ahead of the Curve Podcast
Location
Online
Joey O'Brien
Principal Consultant
Principal Consultant in the Quant Services division of LSEG, specializing in model validation, derivative pricing, and risk solutions.