Risk Model Validation, Frankfurt

Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice.

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Risk Model Validation

Frankfurt, November 13–14, 2019

Course Agenda Apply now

Risk Training delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their application in practice. 

What Will You Learn?
  • Elements of risk models and risk model failures

  • Regulatory expectations of risk model validation

  • Impact of the FRTB on risk models

  • The tools to check the limits of quantitative risk models

  • How to implement a validation strategy for your own institution

  • The use of data and reporting requirements

  • Typical setup of a quantitative risk model 

View course guide

Who Should Attend?

Relevant departments may include but are not limited to:

  • Risk Model Validation 

  • Model Risk

  • Risk Management 

  • Market and Credit Risk Management

  • Stress Testing, Operational Risk and Risk Appetite

  • Model Validation and Model Review

View pricing options

Agenda Highlights
  • The origin of risk models 

  • The uses and misuses of statistics in risk modelling 

  • Elements of risk models and risk model failure 

  • Building a road map for validation 

  • Risk model validation: Toolboxes

  • The new regulatory framework: FRTB and TRIM 

  • Model validation examples from market and credit risk

View course agenda

Hilton Frankfurt City Centre

Hochstraße 4,
60313 Frankfurt am Main,
Germany

Venue information

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