Validating Market Models: TRIM 2017

Topics

• Validation challenges around complex XVA and pricing models
• The impact of TRIM on market risk and counterparty risk models
• How TRIM can encourage banks to take a broader view to the management of market models to avoid the problem of silos
• Approaches for quantifying model risk and creating a model risk governance framework

Who should Attend

Senior attendees with responsibilities in:

• Model Risk Management
• Model Validation
• Quantitative Risk
• Model Audit
• Risk