Effective model risk management
View AgendaKey reasons to attend
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Acquire necessary skills for effective model risk management
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Learn how to apply key tools to improve model risk frameworks
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Focus on managing models across risk departments
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.
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
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Identify appropriate model risk monitoring techniques and reporting options
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Improve model robustness to withstand market volatility
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Manage the valuation of working with independent price verification (IPV)
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Strengthen understanding of regulations on credit risk modelling and implications
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Apply MRM technology: capabilities, transparency, explainability
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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:
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Model risk
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Pricing Models
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Credit Models
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Risk management
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Artificial intelligence (AI)
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Technology
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Regulation
Agenda
June 26–28, 2023
Time zones: Emea
Sessions:
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Model risk principles
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Model risk regulatory landscape and framework
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Optimisation of model risk
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Model risk management for pricing models
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Credit risk model management
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Model validation in model risk management
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AI and model risk management technology
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Climate and ESG modelling
September 18–20, 2023
Time zones: Apac
Sessions:
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Model risk principles
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Model risk principles
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Model risk current regulatory landscape
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Optimisation of model risk
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AI and model risk management technology
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Credit risk model management
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Model validation in MRM
November 20 – 22, 2023
Time zones: Emea / Americas
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:
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Leveraging a hybrid cloud for better decision‑making - Read article | Risk.net
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Rethinking the model lifecycle: from quick fixes to long-term gain - Read article | Risk.net
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Model risk management: building trust and governance - Read article | Risk.net
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.
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