Risk Model Validation

 23 - 24 
RADISSON BLU BLOOMSBURY, 9 Bloomsbury St, Fitzrovia, London WC1B, UK
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Learning outcomes:

  • Discover why risk models play such a prominent role in finance today
  • Learn to build quick and simplifed risk models
  • Discover the tools to check the limits of quantitative risk models
  • Find out how to implement a validation strategy for your own institution
  • Learn about the implications resulting from the regulatory framework for the trading book

Course Highlights:

  • The origins of risk models
  • Elements of risk models and risk model failures
  • The risk model validation roadmap
  • Regulatory expectations of risk model validation
  • Impact of the Fundamental Review of the Trading Book on risk models
  • Scenario and sensitivity analysis
  • Use of data and reporting requirements
  • The risk model validation framework

Who Should Attend:

  • Chief Risk Officer
  • Head of Risk Management
  • Head of Market / Credit Risk Management
  • Risk Managers, Analysts and Controllers
  • Risk and Credit Risk Controllers
  • Head of Stress Testing
  • Head of Operational Risk / Risk Appetite
  • Model Validation
  • Model Review
  • Equity and Fixed Income Analysts
  • Credit Portfolio Specialists
  • Hedge Fund Managers

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