Model Risk Management Masterclass

Sessions explore practical insights on the model risk management function and applications

This 4-day virtual course provides practical insights for participants into the evolving model risk regulatory landscape and successful implementation and adaption of MRM frameworks to improve agility, governance, and effectiveness.

Sessions explore model risk oversight function, the ongoing transformation of models responding the market volatility and how to increase breadth and depth of validation and coverage. Led by subject matter experts, participants will have the opportunity to explore the impact of the IBOR transition on pricing models and the effect of strengthening Basel regulations on credit risk modelling.

Participants will gain new understanding of best approaches for AI & model risk management technology as well as deep dive into the developing subject of climate and ESG modelling.
 

New course date added: Model Risk Management and Quantification November 29 - December 2

What will you learn?
  • Understand the model risk oversight function and related responsibilities
  • How to adapt and improve model framework robustness and agility to withstand market volatility
  • How the IBOR transition has impacted on pricing models
  • The effect of strengthening Basel regulations on credit risk modelling
  • Insight into ethical considerations for applying AI in models
  • Emerging climate risk policies and ESG factors effect on model risk
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Who should attend?

Relevant departments may include but are not limited to:

  • Model risk management
  • Model risk
  • Pricing models
  • Credit models
  • Risk management
  • AI/ML
  • Technology
  • Regulation
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Sessions Include
  • Model risk regulatory landscape
  • Building a model risk management framework
  • Practical insights on the model risk management function
  • Looking to the future of model risk
  • Model risk management for pricing models
  • Model risk management of credit models
  • AI & model risk management technology
  • Climate and ESG modelling
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Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings

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.

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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E-Learning

Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.
 

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