Machine Learning for Long Risk Horizons: Market Generator Models
Get the latest research on machine learning in model validation by Alexander Sokol and Alexey Kondratyev that was presented at Risk Live 2020 and the Quantitative Finance Conference.
Download

Basel norms in banking are an internationally agreed set of measures developed by the Basel Committee on Banking Supervision (BCBS) in response to the numerous challenges faced by the financial and capital markets. As the Bank for International Settlements (BIS) explained, the measures aim at setting minimum standards and requirements that apply to internationally active banks and financial institutions.

Read More

All business endeavors come with risks. A risk means an event which, if it occurs, may lead to undesired outcomes and impacts. Risk management offers a set of techniques and tools that allow us to identify, measure, and manage risks.

Read More

Every company has its unique business needs, creating a challenge for cloud services and solutions providers. CompatibL’s overview of cloud deployment models explores their advantages, disadvantages and major trends for 2020.

Read More

Orchestrate and manage: a complete cloud strategy and a reliable enterprise cloud platform help you unlock the potential of the cloud.

Read More

As one of the most advanced technologies, the cloud promises to meet challenges faced by the financial sector. Given its volume, variety, and speed, it is the perfect place to store and process data. In addition, cloud transformation offers scalability and cost reduction of cloud computing for business, and many other benefits.

Read More

The well thought-out, informative, and topical conference provided delegates with knowledge about the latest developments in supervision, regulation and industry practice.

Read More

A minor change in CSA proposed by Leif Andersen, Michael Pykhtin, and Alexander Sokol allows residual counterparty credit risk to be reduced under IM.

Read More
Contact CompatibL
Submit your query and one of our experts will be in touch