Managing Model Risk: Risk & Pricing Models 2016

Topics

• The history of model risk management
• The requirements and expectations from regulators in this area
• Impacts of model validation
• The best approach to pricing models with different products
• The details of model risk in market risk and credit risk
• Process for building an effective model risk management framework
• Best practice of model risk management and what the future holds

Who should Attend

Attendees involved or interested in:

• Pricing Validation
• Model Validation
• Front Office Modelling
• Risk Modelling
• Model Review
• Internal Audit
• Model Control
• Model Risk
• Market Risk
• Quantitative Analysis
• Regulatory Reporting
• Risk Control