Evolving Model Risk Management: Pricing and Non-pricing Models Amsterdam 2018

Topics

• The next stages of model risk management governance and how best to prepare for these
• Impacts of the TRIM regulation
• The processes for building an effective model risk management framework
• How to gain a competitive advantage through artificial intelligence techniques
• How to define your model risk appetite, quantify, report and model it
• Best approaches to the various types of models (pricing, risk, forecasting, consumer credit etc.)

Who should Attend

Attendees with responsibilities in:

• Model Validation
• Model Risk
• Risk Modelling
• Pricing Validation
• Model Control
• Internal Audit
• Risk Control
• Quantitative Analysis
• Risk Officer
• Credit Manager
• Regulatory Reporting