Effective model risk management

  • 3 days
  • Quant & model risk
  • 9 CPD points
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Key reasons to attend

  • Acquire necessary skills for effective model risk management

  • Learn how to apply key tools to improve model risk frameworks

  • Focus on managing models across risk departments

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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 4-day learning opportunity will explore the best practices for model risk monitoring and reporting. Participants will enhance their knowledge in model risk management to better implement effective approaches to risk model validation.

Participants will learn about model risk technologies, with particular focus on implementation techniques for AI in current model risk frameworks, and utilising data for climate and ESG models. Expert speakers will lead in-depth discussion on effective approaches for pricing models, as well as the key tools necessary for effective model risk management metrics for credit risk models.

Each 60-minute live session encourages peer-to-peer discussion for enhanced learning, providing maximum engagement with the detailed content and the opportunity to interact with the tutor through live Q&A and polls.

Learning objectives

  • Identify appropriate model risk monitoring techniques and reporting options

  • Improve model robustness to withstand market volatility

  • Manage the valuation of working with independent price verification (IPV)

  • Strengthen understanding of regulations on credit risk modelling and implications

  • Apply MRM technology: capabilities, transparency, explainability

  • Interpret data sources needed for climate and environmental, social, and governance (ESG) models

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 26–28, 2023

Time zones: Emea

Sessions:

  • Model risk principles

  • Model risk regulatory landscape and framework

  • Optimisation of model risk

  • Model risk management for pricing models

  • Credit risk model management

  • Model validation in model risk management

  • AI and model risk management technology

  • Climate and ESG modelling

VIEW DETAILED AGENDA


September 18–20, 2023

Time zones: Apac

Sessions:

  • Model risk principles

  • Model risk principles

  • Model risk current regulatory landscape

  • Optimisation of model risk

  • AI and model risk management technology

  • Credit risk model management

  • Model validation in MRM

VIEW DETAILED AGENDA


November 20 – 22, 2023

Time zones: Emea / Americas

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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:

To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have a subscription, join the Risk Community Membership for free monthly access to news articles from Risk.net.

Registration

June 26 – 28, 2023

Virtual, EMEA / Americas

Price

$2,199

September 18 – 20, 2023

Virtual, APAC

Price

$2,199

Early-bird Price

$1,999
Ends August 4

November 20 – 22, 2023

Virtual, EMEA / Americas

Price

$2,199

Early-bird Price

$1,999
Ends October 20
Book now

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  • Agenda and registration process
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