Client case for Natixis
Stream Internal Model Approach
Location
Paris
Project's functional area
The service consists of supporting internal teams on the quantitative subjects of the Stream Internal Model Approach (Pricing models).
Technological environment
Languages: R, Matblab Unix/Linux
Database: Access, IT architectures
Database: Access, IT architectures
Detailed description of the project
- Participation in the identification and modeling of risk factors on the Rate perimeter
- Identification of risk factors that cannot be modeled
Drawbacks and key success
Objective: Improve the modeling of risk factors
Action: Analysis of deviations and proposal for changes
Result: Risk factors are better identified
Action: Analysis of deviations and proposal for changes
Result: Risk factors are better identified