Risk Model Validation London

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 

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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 Fundamental Review of the Trading Book 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

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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 / Operational Risk / Risk Appetite

  • Model Validation / Model Review

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Agenda Highlights
  • The origin of risk models 

  • Elements of risk models – and risk model failure 

  • Building a road map for validation 

  • Risk model validation: Toolboxes

  • Looking back and looking ahead

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Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
London 
United Kingdom 
Tel: +44 207 2086000

Venue information

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