The 9th Annual Pricing Model Validation 2016 is a conference that covers topics such as:
- Approach to Prudent Valuation and what it will mean in practice
- Approach to identifying, quantifying, and managing model risk
- Which regulations will impact model validation, including the AQR and EBA stress tests
- Improve the efficacy of validation functions through strengthening governance for models and validation
- Advance methodologies to incorporate the impact of CVA, FVA, and liquidity and capital regulations on model validation
The 9th Annual Pricing Model Validation 2016 brings together banks heads of:
- Model Validation
- Pricing Model Validation
- Model Audit
- Model Risk
- Valuation
- Quantitative Analytics
