This blog was collaboratively written with Databricks partner Avanade. A special thanks to Dael Williamson, Avanade CTO, for his contributions.…
Continue Readingrisk
A data-driven approach to Environmental, Social and Governance
The future of finance goes hand in hand with social responsibility, environmental stewardship and corporate ethics. In order to stay…
Continue ReadingChristian Kincaid
Measuring Financial Risk: A Step-by-Step GuideValue at risk, expected shortfall, and the perils of…Building and Testing Stock Portfolios in RUsing data science…
Continue ReadingModernizing Risk Management Part 2: Aggregations, Backtesting at Scale and Introducing Alternative Data
Understanding and mitigating risk is at the forefront of any financial services institution. However, as previously discussed in the first…
Continue ReadingModernizing Risk Management Part 1: Streaming data-ingestion, rapid model development and Monte-Carlo Simulations at Scale
Managing risk within the financial services, especially within the banking sector, has increased in complexity over the past several years.…
Continue ReadingAmazon and Gold — Efficient Frontier Analysis
Which has a higher risk?If we were to make a portfolio solely out of these 2 assets, what ratio of…
Continue ReadingThe power of graphs for risk forecast
The power of graphs for risk forecastM. CBlockedUnblockFollowFollowingMar 4Risk Analysis consists in checking the critical points that may present non-conformity during…
Continue ReadingAI is sending people to jail—and getting it wrong
AI might not seem to have a huge personal impact if your most frequent brush with machine-learning algorithms is through…
Continue ReadingDetain/Release: simulating algorithmic risk assessments at pretrial
Detain/Release: simulating algorithmic risk assessments at pretrialKeith PorcaroBlockedUnblockFollowFollowingJan 8To date, the debate surrounding pretrial algorithmic risk assessment tools has focused on…
Continue Reading