UMR Backtesting isn't going away

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3 MINS

Despite the hopes of the market, UMR backtesting is unlikely to be dropped from European regulations. What does this mean for firms when they have to support this process in the long term? A free webinar coming up on January 13th will cover this and a whole lot more including:

  • What is UMR backtesting and benchmarking?
  • Is backtesting new? 
  • What are the implications for firms impacted by UMR?
  • Has EBA changed their approach to model validation?
  • What does RTS say about SIMM validation? Is it mandatory?
  • Self-build, vendor backtesting or outsource?
  • How do you use backtesting?
  • Static backtest versus dynamic backtest
  • When backtesting fails
  • What can you expect from the regulators? How strict are they expected to be?
  • Is backtesting going to change in future?

More background is in this blog post: https://cassinisystems.com/umr-backtesting-here-to-stay/

Speakers at the webinar include:

  • Moderator
  • Marc Knaap, Head of Business Development, Cassini Systems
  • Panelists
  • Ingvar Sigurjonsson, Managing Director of Funding and Collateral Transformation, State Street
  • Chris Watts, Co-founder & Director, Margin Tonic 
  • Andy Shaw, Founder, Links Risk
  • Thomas Griffiths, Head of Product, Cassini Systems

You can attend the webinar without cost by clicking over to the Cassini website registration page: https://cassinisystems.com/umr-back-testing-here-to-stay/

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