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Model Validation - Not Just for Quants

2006-12-26 05:10:00 by Jomni in Risk Management Quant
 
...quants For both best practice and regulatory compliance reasons, senior bank executives must begin to take a more commanding role in ensuring that model validation is aligned with the overall interests of the bank and that the banks investment in sound risk modeling can be easily communicated and proved to third parties Tags: financial...
 
Tags: model validation, bank, senior bank executives, compliance, regulatory compliance reasons, purely quantitative endeavor, bank losses, poor, article recently
 
 
 
 
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Quantitative Analysis = "Highly" Technical Analysis (?)

2007-02-07 09:34:00 by Jomni in Risk Management Quant
 
...quants . But I just want to point out the similarities that they share. In fact, it can be seen that Quantitative Analysis is a higher form of Technical Analysis Technical Analysis is commonly described as Charting . It is the study of charts (graphical representation of past price movements) and finding patterns in them. Investment...
 
Tags: technical, technical analysis, quantitative analysis, quantitative, technical indicators, indicators, survey results, results, reversal models
 
 
 
 
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Brushing up on my math skills...

2006-07-21 04:38:00 by Jomni in Risk Management Quant
 
...quants, the CFA program gave me a good background on the financial markets in general; as well as valuation methods for plain vanilla derivatives I searched the net for papers. Marketing and research papers published by the big banks are of great help. Sites like DefaultRisk has loads of papers on Risk Management and Derivatives. But reading...
 
Tags: derivatives, topics, plain vanilla derivatives, discuss topics, quantitative finance topics, financial derivatives, quantitative finance, papers, research papers
 
 
 
 
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What Are You Managing Towards? (And On Disproving Risk Management)

The Article has images
2008-06-03 14:41:11 by Alex in RiskAnalys.is
...quants have one thing right. What gets measured gets done. And a few mature organizations have spent a ton of time and effort on being able to create dashboards of KPIs that attempt to measure security. Problem is, that we dont know if a 98% on patch levels is good or bad or just right. We dont know what value, if any, does creating metrics...
 
Tags: management, risk management, term risk management, management focuses, management approach, risk management process, patch management, cost management, upper management
 
 
 
 
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My QA = TA Post Sparked a Debate

2007-02-16 09:20:00 by Jomni in Risk Management Quant
 
I knew this was coming. Posting a link to my previous blog entry in a quants forum sparked a heated debate. See what very intelligent people has to say about the merits of quantitative analysis and technical analysis. Some even pointed out that TA has more realistic models than QA Link to the QA vs. TA thread Tags: quant technical analysis...
 
Tags: previous blog entry, link, quantitative analysis, realistic models, quants forum, technical analysis, intelligent people, tags, thread
 
 
 
 
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Communicating Risk & Macs Can Do Anything

2008-03-17 13:29:33 by Alex in RiskAnalys.is
 
...Quants and the new class of metrics they use Chicago Tribune: The cold, hard facts might back up Baseball Prospectus opinion that the Mets will beat the Cubs in the NL Championship Series. New York acquired Johan Santana from the Twins, shifting the balance of power eastward in the weak-by-comparison National League But Ken Tremendous: Johan...
 
Tags: information security agency, information security, security, security amrit covers, chicago tribune, junk charts weblog, weblog, long-time chicago tribune, risk
 
 
 
 
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An Open Letter to NIST About SP 800-30

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2008-06-09 23:57:20 by rybolov in The Guerilla CISO
...quants hate it , but for the quals and Government, its good enough. I know private-sector organizations that use it. One of my friends and blog readers/commenters was the guy who taught a group of people how to do risk assessment, then these same people went on to help you write the book I heard that you were in the process of revising SP...
 
Tags: risk management, risk management guide, risk management framework, risk assessment process, people, models, competent people, risk assessment, compliance models
 
 
 
 
 
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Sergey Zarubin, 31yo
CISSP, CCSP
Moscow, Russia