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Show Notes
Guests Jack Freund and Natalie Jorion discuss the need for additional data for quantitative risk analyses and methods to derive that data when it does not exist. They cover how this was done in the past and their updated method for interpolation of such data from record losses and other firmographic data. They end with a discussion of the role of model validation and how it can enable reliable risk management decision making.
Hosted by ISACA's Safia Kazi.