Model risk management and quantification

  • 4 days
  • Quant & model risk
  • 8 CPD points
View Agenda

Key reasons to attend  

  • Learn how to turn model risk quantification into a competitive advantage 

  • Identify next steps based on model risk results 

  • Focus on the impact of recent developments in model risk management framework 

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Customised Solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’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

The scope and application of models within the financial services industry is expanding. To keep up with demand and regulatory scrutiny, it is important for practitioners to develop their skills and understanding of how best to utilize their models. 

Join this 4-day learning event to expand your understanding of the application and necessary tools for successful model risk management and quantification. Learn best practices from expert tutors Nasir Ahmad and Horst Kausch and how these techniques are crucial for understanding a firm’s risk profile.  

Sessions will focus on novel areas such as the quantification of model risk and how to measure model risk in AI / ML models. Supported by interactive case study examples, participants have the opportunity to explore the key principles necessary for effective and efficient model risk management and how to gain real value and next steps from quantification results.

Learning objectives

  • Successfully turn risk qualifications into a competitive advantage 

  • Address the impact of recent developments in model risk management framework – controls vs. quantification 

  • Explain key considerations and how to overcome challenges when approaching model risk quantification 

  • Identify what an ideal infrastructure for managing model risk looks like 

  • Utilize results from model risk quantification into real business impact

Who should attend

Relevant departments may include but are not limited to:  

  • Model risk management 

  • Model risk 

  • Pricing models 

  • Credit models 

  • Risk management 

  • AI, Data Science 

  • Technology 

  • Regulation 

  • Front Office 


October 11 - 14, 2022

Time zones: EMEA / APAC
Start time: 8.15 GMT / 16.15 HKT/SGT
Finish time: 10.45 GMT / 18.45 HKT/SGT



  • Why manage model risk?

  • Model risk regulatory landscape

  • Model risk management framework

  • Ideal infrastructure for managing model risk

  • Case study 1: end-to-end process for model risk management

  • Case study 2: worked examples of model risk quantification

  • Model risk in AI and ML models

  • Presentation and use of model risk metrics


View detailed agenda


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

Pre-reading materials

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October 11 - 14, 2022

08:30 am - 10:45 am



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