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Article
Valuation models face pressure in unstable data driven markets
Traditional valuation models are under strain as data becomes both more abundant and less reliable. Danny Dieleman explains how shifting market conditions, illiquidity, and model risk are challenging pricing accuracy, forcing banks to rethink governance, back testing, and the role of advanced analytics in valuation processes.
May 18, 2026
Danny Dieleman, Director Wholesale Banking Capital Treasury, ING Wholesale Banking UK
Tags:
Model risk
The views and opinions expressed in this content are those of the thought leader as an individual and are not attributed to CeFPro or any other organization
- Valuation models
under pressure despite growth in available data
- Data quality and
availability now key sources of risk
- Market illiquidity
can rapidly undermine pricing accuracy
- Back testing less
reliable when observable data is limited
- Model risk increasing
as assumptions become harder to validate
- Advanced analytics offer insight but add complexity concerns
- Strong governance critical to maintain valuation credibility
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