About Model Risk Management London
Model Risk Management - London
Day one will start with a perspective on governance of model risk management and an update on the most recently published regulatory guidelines, shortly followed by a session on how to build a model risk management framework. The course will discuss stress testing and how to use machine learning for modelling it. Day one will end with a session on Libor transition and what this means from a model risk perspective.
Day two will start with session’s model risk management for pricing and non-pricing models such as compliance models. There will be a particular focus on IFRS 9 and IFRS 17 models. The rest of day two will look at how machine learning can be utilized for model validation of valuation models and how you monitor these. The course will end with a session on how to audit model risk management and what a good control environment looks like.
CPD / CPE 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.
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.