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Winner’s Podcast: Markets Technology Awards 2022

Following CompatibL’s recent win at Risk.net’s Markets Technology Awards 2022, Alexander Sokol spoke about the advantages of the new machine learning models for portfolio validation and risk management. As historical data from before the Covid-19 pandemic does not correctly represent the current levels of risk, CompatibL’s market generator models can serve as a smart solution

  • Editorial Team
  • April 19, 2022
  • 1 minute

Following CompatibL’s recent win at Risk.net’s Markets Technology Awards 2022, Alexander Sokol spoke about the advantages of the new machine learning models for portfolio validation and risk management.

As historical data from before the Covid-19 pandemic does not correctly represent the current levels of risk, CompatibL’s market generator models can serve as a smart solution to this pressing problem. This machine learning technology allows market risk measures to be generated from shorter series. It aims to reduce the reliance on pre-pandemic historical data and to help capital markets firms manage their market risk more effectively.

In the podcast, the founder and executive chairman of CompatibL explains why he believes machine learning will become the market standard in financial product valuation and risk management before the end of the decade, and why it will be used to calculate risk measures across the industry.

Click here to tune in to the podcast: https://lnkd.in/gfy4xEq3