Model Risk Management; Risk and Pricing Models
Model Risk Management; Risk and Pricing Models - 2 day Course
This course is designed to address Model Risk Management and break it down into a form that is easy to understand for participants, giving them a comprehensive knowledge. This will enable them to build the perfect model and understand how it works - without which would make it worthless.
A growing number of banks and financial institutions have great reliance on models and quantitative analysis during their decision making process. This is driven by regulation, but also by technological capability and enhanced data. Due to this, the Federal Reserve guidance has placed increased importance on model risk management in the US, and have also increased expected standard in validation and mitigation. Increased risk of managed risk has been caused by growth in quantitative models. Regulatory direction is also expected to grow in the UK and Europe due to the advanced use of models and statistical algorithms to measure financial activity.
Suitability - Who should attend?
Participants who will benefit from this course include those from:
Training Course Content
Course content is as follows:
Valuation Models, delivered by Sanja Hukovic, Subject Matter Expert
Model Validation & Performance Analysis
How to build a Model Risk Management Framework
Speaker: Konstantina Armata, Managing Director and Global Head of Model Validation & Governance,Deutsche Bank
Model Risk in Market Risk
Speaker: Peter Quell, Head of Portfolio modelling for Market and Credit Risk, DZ Bank
Optimising Model risk management
Speaker: Tanveer Bhatti, Global Head of Model Risk & Valuation Risk, Citigroup
Governance and into the future
Speaker: Massimo Morini, Head of Interest Rates and credit models, Banca IMI
The cost of this course is £2,299 + VAT per participant. Enquire about early bird discount.
In-House options are also available, contact Incisive Training for more information.
Provider: Incisive Training
Incisive Media is a leading global provider of finance and energy training, with a reputation for delivering timely, relevant courses that benefit from over 15 years of activity in the market. Their topical professional development programmes are based on the...
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