Model Risk Management New York
Model Risk Management New York course has been designed to delve into best practice approaches to building a model risk framework. You will be equipped with a thorough understanding of model risk now and into the future, including the impact of machine learning.
The fourth edition of our practical and informative model risk management training is returning to New York this June.
This course has been designed to delve into the best practice approaches for building a model risk framework and the sessions will be led by expert speakers from a range of consultancies and financial institutions. The course is held under Chatham House Rule to promote an open and discussion based learning environment.
What Will You Learn?
- Best practice approaches to building a model risk management framework
- Effective methods for model validation and related performance analysis reviews
- Pricing models and prudent valuation and how to establish frameworks for both
- CECL regulation and its impact on model risk management
- Machine learning and AI and how to embrace it in the context of model validation
- The history of model risk, capturing model interconnectivity and governance
Who Should Attend?
Relevant departments may include but are not limited to:
- Risk Management
- Quantitative Analysis
- Model Risk and Validation
- Internal Audit
Model Risk Management & Governance
Building a Model Risk Management Framework
Model Validation & Performance Analysis
Pricing Models & Prudent Validation
Model Risk Management of Non-Pricing Models
Model Validation for CECL
Utilizing Machine Learning for Model Validation
Model Risk into the Future
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.