Model Risk Management and Quantification

Expand your understanding of the application and skills needed to utilize model risk quantification within your organisation.<br />

Model Risk Management and Quantification

April 25–28, 2022

Time zone: EMEA / Americas

Key reasons to attend

  • Learn how to turn model risk quantification into a competitive advantage
  • Identify next steps based on model risk results
  • Focus on the impact of recent developments in model risk management framework

View agenda

Customised learning

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

Find out how

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The scope and application of models within the financial services industry is expanding. To keep up with demand and regulatory scrutiny, it is important for practitioners to develop their skills and understanding of how best to utilize their models.

Join this 4-day virtual learning event to expand your understanding of the application and necessary tools for successful model risk management and quantification. Learn from expert speakers Nasir Ahmad and Horst Kausch about what best practice looks like and how these techniques are crucial for understanding a firm’s risk profile.

Sessions will focus on novel areas such as the quantification of model risk and how to measure model risk in AI / ML models. Supported by interactive case study examples, participants have the opportunity to explore the key principles necessary for effective and efficient model risk management and how to gain real value and next steps from quantification results.

Learn how to:
  • Identify how to successfully turn risk qualifications into a competitive advantage
  • Discuss the impact of recent developments in model risk management framework – controls vs. quantification
  • Identify what an ideal infrastructure for managing model risk looks like
  • Explain key considerations and how to overcome challenges when approaching model risk quantification
  • Explain how to utilize results from model risk quantification into real business impact
Who should attend?

Relevant departments may include but are not limited to:

  • Model risk management
  • Model risk
  • Pricing models
  • Credit models
  • Risk management
  • AI, Data Science
  • Technology
  • Regulation
  • Front Office
Content support

For this course we have collated a selection of articles from Risk.net to supplement your learning.

Risk Training is a part of Risk.net - the world’s leading source of in-depth news and analysis on risk management, derivatives and complex finance.

View articles here

Who are Basinghall Analytics

  • Basinghall Analytics is a hybrid consulting and technology firm based out of London, United Kingdom. Its domain expertise includes risk, finance and treasury. Its mission is to enable clients to focus on business and risk decisions rather than process and infrastructure by delivering streamlined and integrated analytics and technology.
  • The current top three focus areas are: model risk, scenario-driven processes like stress testing, and QuanTech. The latter is an emerging topic, which refers to taking an integrated approach to modelling, data engineering and software architecture.

 

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

CPD and CPE Accreditation

 

CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 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.