Utilising risk model validation

  • 3 days
  • Quant & model risk
  • 7 CPD points
View Agenda

Key reasons to attend

  • Gain skills and tools for effective risk model validation 

  • Focus on design, implementation, and validation of models 

  • Build own roadmap for validation and explore next steps in the journey 

Find out more

Customised solutions

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

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. 

Find out more

About the course

Build your knowledge of the techniques, challenges, and best practices when using risk model validation within financial organisations.  

This virtual learning experience focuses on the applications of risk models and key considerations where these models are applied. Sessions will explore the design, implementation, and validation of models and allow participants to interact with subject matter experts to discuss key concepts.   
 
Supported by case studies to enhance learning, participants will learn the skills to be able to build their own roadmap for validation, and what are the next steps in the risk model validation journey.  

Learning objectives

  • Apply the tools needed for successful design and implementation of risk models 

  • Effectively validate and utilise model results by statistical methods 

  • Perform scenario analysis for credit portfolio models 

  • Demonstrate statistical methods for validating data 

  • Identify model risk governance and model inventory strategies

  • Proactively use machine learning techniques to benchmark market risk models 

Who should attend

Relevant departments may include but are not limited to:  

  • Risk model validation

  • Model risk   

  • Risk management  

  • Market / credit risk management  

  • Stress testing  

  • Model review 

Agenda

December 5–7, 2022

Time zones: Emea / Apac
Start time: 08:30 GMT / 16:30 HKT
Finish time: 11:30 GMT / 19:30 HKT

Sessions:

  • The origin of risk models

  • Elements of risk models– and risk model failures

  • Building a roadmap for validation

  • Toolbox 1: machine learning / market risk

  • Toolbox 2: credit portfolio models 

  • Toolbox 3: credit risk

  • Looking back and looking ahead

View detailed agenda


May 31 – June 2, 2023

Time zones: Emea / Americas

Request detailed agenda

Tutors

  • Dr. Peter Quell, Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit, DZ Bank

  • Christian Meyer, Quantitative Analyst in the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit, DZ Bank

Accreditation

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

Registration

December 5 - 7, 2022

08:30 am - 11:30 am

Virtual

Price

$1,999

May 31 - June 2, 2023

02:00 pm - 05:00 pm

Virtual

Price

$2,199

Earlybird Price

$1,799
Book now

Enquire about:

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

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: