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Model risk management: fundamentals

  • Quant and model risk

About the course

With the rapid adoption of big data, advanced analytics and AI-driven models, model risk management frameworks must evolve to address an increasingly complex risk landscape. In this course, participants will explore the design and implementation of a robust MRM framework that responsibly incorporates artificial intelligence.

Attendees will examine industry best practices, the regulatory landscape and techniques for enhancing model robustness while adapting to market volatility. Expert practitioners will discuss pricing and credit risk models, using case studies and discussions to reinforce key concepts.

Participants will leave this training with the knowledge to strengthen their firm’s MRM framework, leading to improved risk management and business decision-making.  


What participants say:

“Over the course of the three days training, i gained valuable insights and knowledge, even building upon concepts I was already familiar with. The speakers were highly engaging and demonstrated expertise, making the learning experience both enjoyable and impactful. I left the training with a deeper understanding of Model Risk and several actionable takeaways to share with my team and stakeholders at NWG. Overall, I found the course to be incredibly worthwhile and would highly recommend it to others.”

 

Learning objectives

  • Interpret the regulatory landscape and identify key expectations  
  • Assess model risk across different use cases  
  • Address the implications of AI, machine learning and automation integration  
  • Manage model risk within credit risk frameworks  
  • Identify key implementation challenges in effective MRM frameworks  
  • Gain insights into effective model risk governance

Who should attend

Relevant departments may include but are not limited to:

  • Risk management
  • Model risk
  • Model validation
  • Compliance
  • Regulation 
  • Stress-testing
  • Internal audit
  • Model governance
  • IRFS 9 analyst
  • Quant

Registration

Coming soon

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

Contact us

Accreditation

CPD

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

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