Effective model risk management

  • 3 days
  • Quant and model risk
  • 9 CPD points
View Agenda

Key reasons to attend

  • Implement impactful ways to maximise data and analytical abilities
  • Identify current trends and regulatory perspective on artificial intelligence (AI) and model risk management (MRM)
  • Understand the impact of environmental, social and governance (ESG) factors in the financial model lifecycle

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Customised Solutions

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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

This interactive learning experience, led by subject matter experts, explores the current outlook for MRM.

The course offers insight into model risk optimisation, including ways to improve model robustness to withstand market volatility.

Participants will also gain a deeper understanding of the impact of ESG elements on the financial model lifecycle, including model governance and validation in the AI and technology session, providing organisations with the tools to identify and disclose their exposure to various ESG risks.


Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Evaluate model risk principles, including capturing model interconnectivity
  • Understand the optimisation of model risk through ongoing transformation of models
  • Implement MRM on derivate and security pricing models
  • Identify model validation techniques and approaches in MRM
  • Conduct impactful AI applications to typical MRM frameworks
  • Implement the impact of ESG factors in the financial model lifecycle including model governance and validation

Who should attend

Relevant departments may include but are not limited to:

  • Model risk management
  • Model risk
  • Pricing models
  • Credit models
  • Risk management
  • Artificial intelligence (AI)
  • Technology
  • Regulation

Agenda

June 25–27, 2024

Live online. Timezones: Emea/Americas

Sessions:

  • Model risk regulatory landscape and framework
  • Optimisation of model risk
  • MRM for pricing models
  • Credit risk model management
  • Artificial intelligence (AI) and MRM technology
  • Climate and ESG modelling

View detailed agenda

Accreditation

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

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.

Registration

June 25–27, 2024

Online, Emea/Americas

Price

$2,999

Early-bird Price

$2,199
Ends May 24
Book now

Enquire about:

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

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