The Society of Quantitative Analysts (SQA) Presents:
Model Risk, Quants and the Law
Regulatory scrutiny of model-driven asset managers has increased in the frequency and severity of enforcement actions and fines.
The highest profile case to-date has been the one brought against AXA Rosenberg on charges of failing to properly correct and disclose a coding error in its investment model.
The potentially far-reaching implications of the order have forced managers who rely on quantitative strategies to reassess their oversight and controls.
The SQA has put together a program of senior regulators and distinguished investment professionals describing the evolving standards.
Follow Mark Shore on Twitter and Facebook
Read more
Model Risk, Quants and the Law
Regulatory scrutiny of model-driven asset managers has increased in the frequency and severity of enforcement actions and fines.
The highest profile case to-date has been the one brought against AXA Rosenberg on charges of failing to properly correct and disclose a coding error in its investment model.
The potentially far-reaching implications of the order have forced managers who rely on quantitative strategies to reassess their oversight and controls.
The SQA has put together a program of senior regulators and distinguished investment professionals describing the evolving standards.
Follow Mark Shore on Twitter and Facebook
Read more
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