Risk Model Validation

Learn the skills and tools needed to best utilise risk model validation in your institution

Utilising Risk Model Validation

November 21–23, 2022 

Time zone: EMEA / APAC



Key reasons to attend

  • Gain skills and tools for effective risk model validation

  • Focus on design, implementation, and validation of models

  • Build own roadmap for validation and explore next steps in the journey

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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Build your knowledge of the techniques, challenges, and best practices when using risk model validation within financial organisations. 

This virtual learning experience focuses on the applications of risk models and key considerations where these models are applied. Sessions will explore the design, implementation, and validation of models and allow participants to interact with subject matter experts Dr. Christian Meyer and Dr. Peter Quell to discuss key concepts.  

Supported by case studies to enhance learning, participants will learn the skills to be able to build their own roadmap for validation, and what are the next steps in the risk model validation journey. 

Learn how to
  • Apply the tools needed for successful design and implementation of risk models

  • Effectively utilise risk model validation 

  • Validate model results by statistical methods

  • Perform scenario analysis for credit portfolio models

  • Demonstrate statistical methods for validating data

  • Identify model risk governance and model inventory strategies

  • Proactively use machine learning techniques to benchmark market risk models

Who should attend

Relevant departments may include but are not limited to:

  • Risk model validation 

  • Model risk 

  • Risk management 

  • Market / credit risk management 

  • Stress testing 

  • Model review 

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

Dr. Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit

DZ Bank

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models, Economic Capital and Model Risk. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. 

Peter is member of the editorial board of the Journal of Risk Model Validation and a founding board member of the Model Risk Managers’ International Association (mrmia.org).


Christian Meyer

Quantitative Analyst in the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit

DZ Bank

Christian Meyer is a quantitative analyst in the portfolio analytics team for market and credit risk in the risk controlling unit of DZ BANK AG in Frankfurt, where he is responsible for the development of portfolio models for credit risk in the banking book and incremental risk in the trading book. Before joining DZ BANK, Christian worked at KPMG, where he dealt with various audit and consulting aspects of market risk, credit risk and economic capital models in the banking industry. He holds a diploma and PhD in mathematics and is a member of the editorial board of the Journal of Risk Model Validation.

Book contributions by Christian Meyer 


Both speakers (Dr. Peter Quell, Christian Meyer) were extremely knowledgeable, and the delivery was excellent


The best course in a long time! Very proficient instructors, it was a delight to attend. I gained excellent insights for my future work


The tutors are highly knowledgeable and experienced in the field of risk models validation


The design of the course, was good and the speakers were experts and excellent

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