Model Risk Masterclass Chicago
Gain insight into regulatory requirements, best practice for building your MRM framework, and emerging issues such as AI and technology
This course will take a look at the most topical elements of model risk management, with sessions covering: regulatory guidelines; how to build a model risk management framework; credit models; and audit processes.
Delegates will earn up to 12 CPE points if in attendance for both days of the course. The course will be held under Chatham House Rule with the opportunity for discussion within a practical learning environment.
Our model risk global training series features events across both Europe and North America.
What will you learn?
- Latest regulatory guidelines on model risk management
- Processes for building an effective model risk management framework
- Applying model risk framework to pricing models
- Model risk strategies for IFRS 9/CECL models
- How to design and execute audit procedures around model risk management practices
- Future challenges and opportunities for models
Who should attend?
Relevant departments may include but are not limited to:
Model and pricing validation
Internal audit/model review
Credit and market risk