For both regulatory reasons and verification it is often desirable to have your models checked by
an independent expert. VAR Strategies has a lot of experience across a wide-range of quantitative
modelling domains and is ideally situated to perform an independent analysis for you.
- Independent implementation: We implement your model independently to verify
the underlying results.
- Push the boundaries: We will search relentlessly for places where the model fails such
that you are aware of the market situations in which the model's performance might suffer.
- Contest: We compare your model to other models in the literature and see
how it holds up in the different market situations.
- Documentation: Both implementation and stress scenarios will be clearly
documented. The model's strengths and weaknesses explained in plain language understandable
to the non-expert.