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Models & Dear CEO letter with the Prudential Regulation Authority - Ep4
Anyone who is involved in LIBOR transition, knows what a significant challenge it is. For some firms, models will be one of the most complex parts of the exercise. Our guests on our latest podcast are Dherminder Kainth, from the PRA's Traded Risk Measurement team, and Chris Heys, PwC Partner and one of our Global Model Risk Leads. With our host Laura Talvitie, they cover the impact of LIBOR transition on models, the latest PRA / FCA Dear CEO letter and what firms should do now.
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By PwC UKAnyone who is involved in LIBOR transition, knows what a significant challenge it is. For some firms, models will be one of the most complex parts of the exercise. Our guests on our latest podcast are Dherminder Kainth, from the PRA's Traded Risk Measurement team, and Chris Heys, PwC Partner and one of our Global Model Risk Leads. With our host Laura Talvitie, they cover the impact of LIBOR transition on models, the latest PRA / FCA Dear CEO letter and what firms should do now.