Risk Model Validation: A Practical Approach for US Financial Institutions

Incisive Training
Course summary
Length: 2 days
Study Pace: Flexible
Location: London
Next available date: Enquire for details - London
Course type: Open / Scheduled

Course Description

Risk Model Validation: A Practical Approach for US Financial Institutions

Risk Model Validation: A Practical Approach for US Financial Institutions: 2-Day Training

This Risk Model Validation course provides a comprehensive exploration of risk models and their origins, characteristics & validation, as well as their occasional failures.

The interactive 2-day programme aims to ensure that delegates leave the training with a solid understanding of:

  • how and why risk models have come to play such an important role in modern finance
  • processes for quickly building simplified risk models
  • the tools used to verify the limits of qualitative risk models
  • how to implement an effective validation strategy for their institution
  • the impact of the regulatory framework and Fundamental Review of the Trading Book on risk models
  • scenario and sensitivity analysis
  • data usage and reporting requirements

Suitability - Who should attend?

This in-house Risk Model Validation course is suitable for risk professionals working in a range of different financial institutions, whether at strategic or operational level.

Specific job titles/functions include (but are not limited to):

  • 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
  • Equity and Fixed Income Analysts
  • Credit Portfolio Specialists
  • Hedge Fund Managers
  • Asset Fund Managers
  • Quantitative Analysts

Outcome / Qualification etc.

This course is worth 12 CPD credits.

Training Course Content

The training sessions for this in-house course cover the following topics:

Day 1

  • The origin of risk models
  • Elements of risk models - and risk model failure
  • Building a road map for validation
  • Risk model validation: Toolbox #1

Day 2

  • Risk model validation: Toolbox #2
  • Risk model validation: Toolbox #3
  • Looking back and looking ahead


The cost of this Risk Model Validation: A Practical Approach for US Financial Institutions course is available on request.

Provider: Incisive Training

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