Francesca GomezModelling AI Risk with Monte CarloA Monte Carlo Simulation for estimating the risk of loss of control to AIOct 25
Marcellinus Aditya WitarsahCredit Scorecard Modelling with optbinningWeight of Evidence and Logistic RegressionJun 161
T Z J YEvents in History that Risk Models FailedRisk models like Barra and Axioma, while robust, have certain limitations during extreme market conditions, particularly during black swan…Sep 22Sep 22
Valentine ChisangoIntroduction to Loss DistributionsAn illustration of distribution selection, parameter estimation and goodness-of-fit testingFeb 20, 2023Feb 20, 2023
T Z J YComparing Risk Models: MSCI Barra vs. AxiomaManaging risk is one of the cornerstones of successful investing, and sophisticated quantitative models have become essential tools for…Sep 21Sep 21
Francesca GomezModelling AI Risk with Monte CarloA Monte Carlo Simulation for estimating the risk of loss of control to AIOct 25
Marcellinus Aditya WitarsahCredit Scorecard Modelling with optbinningWeight of Evidence and Logistic RegressionJun 161
T Z J YEvents in History that Risk Models FailedRisk models like Barra and Axioma, while robust, have certain limitations during extreme market conditions, particularly during black swan…Sep 22
Valentine ChisangoIntroduction to Loss DistributionsAn illustration of distribution selection, parameter estimation and goodness-of-fit testingFeb 20, 2023
T Z J YComparing Risk Models: MSCI Barra vs. AxiomaManaging risk is one of the cornerstones of successful investing, and sophisticated quantitative models have become essential tools for…Sep 21
Valentine ChisangoIntroduction to Extreme Value TheoryAn introduction to modelling extreme valuesFeb 20, 2023
WWF-KenyaClimate risk modeling: equipping Kenya’s banking industryUnprecedented rainfall has pounded East Africa, wreaking havoc and devastating lives. In Kenya, approximately 169 people have lost their…May 7
