Managing Model Risk: Risk & Pricing Models 2016 is a course that covers topics such as:
- The history of model risk management
- The requirements and expectations from regulators in this area
- Impacts of model validation
- The best approach to pricing models with different products
- The details of model risk in market risk and credit risk
- Process for building an effective model risk management framework
- Best practice of model risk management and what the future holds
Managing Model Risk: Risk & Pricing Models 2016 brings together attendees involved or interested in:
- Pricing Validation
- Model Validation
- Front Office Modelling
- Risk Modelling
- Model Review
- Internal Audit
- Model Control
- Model Risk
- Market Risk
- Quantitative Analysis
- Regulatory Reporting
- Risk Control