Roundtable: Ensuring Effective Calibration of Surveillance
Roundtable
2025-04-02 | 02:10 PM - 02:50 PM (GMT+00:00) London
Information
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- How should banks be reducing false positives by tuning/re-tuning parameters to balance risks?
- Should surveillance recalibration follow more formal model risk governance processes?
- To what extent is calibration, and re-calibration, more important than strategic initiatives such as implementation of a contextual model?
- Are in-house built models more of challenge where maintaining calibration is concerned?
Speakers
Andrew Garnett
Royal London Asset Management
Head of Compliance