
Marc Henrard – 02/08/22
Quantcast – a Risk.net Cutting Edge podcast
Do You Think You Should Use Complex Methodology on Complex Products?
I see myself and Quants in general as risk managers, people helping to manage the risk. I would more suggest to the people that have those cash settle swab that they have to do, and I would like to give them a quick introduction in their books. Once you understand, you transform it into something simpler. In that sense, I would recommend not to use a complex methodology on a complex product,. More simplify the product, and here both sides should be happy to simplify it. It is solving a problem that should not exist in the first place.
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