Model Risk Management New York

Model Risk Management New York course has been designed to delve into best practice approaches to building a model risk framework. You will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.

The fourth edition of our practical and informative model risk management training is returning to New York this June. 

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. The course is held under Chatham House Rule to promote an open and discussion based learning environment.

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 

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Who Should Attend?

Relevant departments may include but are not limited to: 

  • Risk Management
  • Quantitative Analysis
  • Model Risk and Validation
  • Compliance
  • Internal Audit

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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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55 Broad Street

55 Broad Street, 22nd Floor

Financial District

New York, NY 10004