Effective Model Risk Management

Topics

• The optimisation of model risk through ongoing transformation of models
• Model risk principles, including capturing model interconnectivity
• Model validation techniques and approaches in MRM
• MRM on derivate and security pricing models
• The impact of ESG factors in the financial model lifecycle including model governance and validation
• Impactful AI applications to typical MRM frameworks

Who should Attend

Attendees from:

• Model risk
• Model risk management
• Credit models
• Pricing models
• Artificial intelligence (AI)
• Risk management
• Regulation
• Technology