Risk Model Validation

Topics

• Elements of risk models and risk model failures
• The origins of risk models
• Regulatory expectations of risk model validation
• The risk model validation roadmap
• Scenario and sensitivity analysis
• Impact of the Fundamental Review of the Trading Book on risk models

Who should Attend

Attendees with job titles such as:

• Head of Risk Management
• Chief Risk Officer
• Risk Managers, Analysts and Controllers
• Head of Market / Credit Risk Management
• Head of Stress Testing
• Risk and Credit Risk Controllers
• Model Validation
• Head of Operational Risk / Risk Appetite
• Head of Risk Model Validation / Model Risk
• Model Review
• Credit Portfolia Specialists
• Equity and Fixed Income Analysts
• Hedge Fund Managers