Risk Model Validation

New York, 22 - 23 March 2018

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 avaiable, and the course will individually describe these tools and their application in practice.

This course will offer a holistic perspective of validation which should be kept in mind at all times - validation is about assessing the usefulness of a quantitative risk model.

Course Highlights:

  • The origins of risk models
  • Elements of risk models and risk model failures
  • The risk model validation roadmap
  • Regulatory expectations of risk model validation
  • Impact of the Fundamental Review of the Trading Book on risk models 
  • Scenario and sensitivity analysis

Who Should Attend:

  • Chief Risk Officer
  • Head of Risk Management 
  • Head of Market / Credit Risk Management 
  • Risk Managers, Analysts and Controllers
  • Risk and Credit Risk Controllers
  • Head of Stress Testing 
  • Head of Operational Risk / Risk Appetite
  • Model Validation
  • Model Review 
  • Head of Risk Model Validation / Model Risk 
  • Equity and Fixed Income Analysts 
  • Credit Portfolia Specialists
  • Hedge Fund Managers


Learning Outcomes:

  • Discover why risk models play such a prominent role in finance today
  • Learn to build quick and simplified risk models 
  • Discover the tools to check the limits of quantitative risk models 
  • Find out how to implment a validation strategy for your own institution 
  • Learn about the implications resulting from the regulatory framework for the trading book 
  • Examine the use of data and reporting requirements
Course Brochure
Q1 2018 Calendar
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