Model Risk Management: Risk, Pricing & Credit Models 2019 | Risk.net | 27 February 2019 | Amba Hotel, Strand, London WC2N 5HX, UK

Returning to London for the fourth time, our Model Risk Management training will provide delegates with best practice approaches to implementing and managing a model risk framework and look at model risk across risk, pricing and credit models.

Learning Outcomes

By the end of the two days delegates will have new or improved knowledge of:

• The current regulatory landscape of model risk and how local and international regulations including Basel, ECB and SR 11-7 are having effect
• Best practice approaches to building a model risk framework
• Model risk management approaches to pricing models
• Approaches to non-pricing risk models such as ALM and consumer models
• How to model credit models including IFRS 9 and CECL
• Methods for embracing machine learning in model validation

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

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
• Machine learning in model validation
• Auditing model risk management