Model Risk Management Singapore
This two-day 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.
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
- Internal Audit
- 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