Model Risk Management: Risk, Pricing & Credit Models, Frankfurt

Comprehensive two day training on the current regulatory landscape of model risk management and best practice approaches for modelling across risk, pricing and credit models.

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Model Risk Management: Risk, Pricing & Credit Models

Frankfurt, 26-27 June 2019

View agenda here  Register here

Running for the first time in Frankfurt, our hugely successful Model Risk Management training will provide delegates with best practice approaches to implementing and governing a model risk framework with a focus on model risk across risk, pricing and credit models.

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What will you learn?
  • A new or enhanced understanding of the current regulatory landscape of model risk
  • How to build a model risk management framework
  • Model risk management approaches to pricing models
  • How to model credit models including IFRS 9 and CECL
  • Model risk management for stress testing
  • Best practice approaches to validating models through machine learning
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Who should attend?

Relevant departments may include but are not limited to:

  • Model risk management
  • Model validation
  • Risk modelling
  • Internal audit
  • Model control
  • Market control
  • Market risk 
  • Modelling
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Sessions include
  • The Evolving Regulatory Landscape
  • Implications for Governance – Putting it all into Practice
  • Building a Model Risk Management Framework
  • Model Risk Management of Pricing Models 
  • Model Risk Management of Risk Models
  • Model Risk Management of Credit Models
  • Model Risk Management for Stress Testing
  • Machine Learning in Model Validation

GRANDHOTEL HESSISCHER HOF

Friedrich-Ebert-Anlage 40

60325 Frankfurt am Main 

Venue information

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