Model Risk Management

This workshop has been designed to delve into best practice approaches to building a model risk framework. Attendees will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.


Model Risk Management

June 29–30 & July 2–3, 2020 | 9–11am (HKT/SGT)

FTS Eligible

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This course has been designed to delve into the best practice approaches for building a model risk framework and the sessions will be led by expert speakers from a range of consultancies and financial institutions.

What will you learn?
  • Best practice approaches to building a model risk management framework
  • Effective methods for model validation and related performance analysis reviews
  • Pricing models and prudent valuation and how to establish frameworks for both
  • CECL regulation and its impact on model risk management
  • Machine learning and AI and how to embrace it in the context of model validation
  • The history of model risk, capturing model interconnectivity and governance 
Who should attend?

Relevant departments may include but are not limited to: 

  • Risk Management
  • Quantitative Analysis
  • Model Risk and Validation
  • Compliance
  • Internal Audit
Course highlights
  • Model Risk Management & Governance
  • Building a Model Risk Management Framework 
  • Model Validation & Performance Analysis 
  • Pricing Models & Prudent Validation 
  • Model Risk Management of Non-Pricing Models 
  • Model Validation for CECL 
  • Utilizing Machine Learning for Model Validation  
  • Model Risk into the Future
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Download Asia Risk Training Calendar 2020

Asia Risk Training Calendar 2020