Managing Model Risk: Risk & Pricing Models
London, 20th - 21st June 2016

Risk has designed a course that will breakdown Model Risk Management to its infant form to ensure a comprehensive understanding is gained from all that attend. Without correct use even a perfectly built model is worthless.

The first day of the course will cover, the history, pricing prudent valuation, validation and performance analysis of model risk management. The second day will cover the building blocks of a model risk management framework, model risk in market risk and credit risk and a session on governance and into the future.

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Course Highlights:

  • Carefully chosen experts and practitioners make up a multi speaker format
  • Everything you need to know about Prudent valuation
  • Understand the finer points of pricing models
  • Learn effective methods for model validation and how to quantify limitations
  • Review of how to build a robust model risk management framework
  • A discussion on best practice and a look into future of managing risk

Who Should Attend:

  • Model Validation
  • Pricing Validation
  • Risk Modelling
  • Front Office Modelling
  • Internal Audit
  • Model Review
  • Model Risk
  • Model Control
  • Quantitative Analysis
  • Market Risk
  • Risk Control
  • Regulatory Reporting

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Learning outcomes

  • The history of Model Risk Management
  • Prudent valuation
  • The best approach to pricing models with different products
  • Impacts of model validation
  • Process for building an effective model risk management framework
  • The details of model risk in market risk and credit risk

 

 

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