10th Annual Pricing Model Validation 2017

Topics

• Approach to Prudent Valuation and what it will mean in practice
• Approach to identifying, quantifying, and managing model risk
• Which regulations will impact model validation, including the AQR and EBA stress tests
• Improve the efficacy of validation functions through strengthening governance for models and validation
• Advance methodologies to incorporate the impact of CVA, FVA, and liquidity and capital regulations on model validation

Who should Attend

Banks heads of:

• Model Validation
• Pricing Model Validation
• Model Audit
• Model Risk
• Valuation
• Quantitative Analytics