Model Risk Management London

A comprehensive overview of the current regulatory landscape of model risk management and best practice approaches for modelling across, risk pricing and credit models.

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Model Risk Management: 

Risk, Pricing & Other Modelling Types

London, November 6–7, 2019

Course Agenda Apply now

This model risk management course will take a look at the regulatory guidelines, governance and how to build a model risk management framework for pricing and other model types such as retail. Day two will discuss how machine learning and AI fit in to the picture with valuation models and stress testing credit risk. The training course will close with a session on the third line of defence - the role of audit on model risk management.  

What will you learn?
  • The newest regulatory guidelines on model risk management and governance 

  • The impact that Libor transition and FRTB has on model risk management

  • Learn how to gain competitive advantage through artificial intelligence techniques for stress testing credit risk and valuation models

  • Learn about the processes for building an effective model risk management framework

  • Gain an insight into the best approaches to the various types of models (pricing, risk, forecasting and compliance) 

  • Learn the role of audit in model risk management and how to create a good control environment 

View course guide

Who Should Attend?

Relevant departments may include but are not limited to: 

  • Model risk

  • Model and pricing validation 

  • Internal audit/model review

  • Quantitative analysis

  • Risk control 

  • Credit and market risk

  • Quants 

 

View pricing options

Course Highlights
  • Model risk management: risk, pricing & credit Models

  • The regulatory landscape and governance of model risk

  • Building a model risk management framework

  • Model risk management for stress testing

  • Model risk perspective on Libor transition, FRTB and NMRF’s

  • Model risk management for pricing models

  • Model risk management of other modelling types

  • Machine learning for model validation 

  • Auditing model risk management

View course agenda

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

Countdown to Course

06 November 2019
2019-11-06 08:30:00 +0000