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The Challenges of Model Risk Management: Standard Initial Margin Model (SIMM)
In this installment of the monthly podcast series on credit risk and model risk management, Fran Garritt, Director of Global Markets Risk and Securities Lending at RMA, and Kevin Oden, Founder and Managing Partner of Kevin D. Oden & Associates and Managing Director of RMA’s Model Validation Consortium, discuss the importance of the Standard Initial Margin Model (SIMM), its impact on financial institutions, the complexities of SIMM and how it performed during the pandemic, and model validation issues associated with SIMM.
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By The Risk Management Association
3.7
33 ratings
In this installment of the monthly podcast series on credit risk and model risk management, Fran Garritt, Director of Global Markets Risk and Securities Lending at RMA, and Kevin Oden, Founder and Managing Partner of Kevin D. Oden & Associates and Managing Director of RMA’s Model Validation Consortium, discuss the importance of the Standard Initial Margin Model (SIMM), its impact on financial institutions, the complexities of SIMM and how it performed during the pandemic, and model validation issues associated with SIMM.
For podcast sponsorship/advertising opportunities, please e-mail [email protected].
Have a smart phone or tablet? Subscribe for FREE to our podcasts on iTunes, Spotify, and Google Play.