Risk Model Validation is a course that covers topics such as:
- Elements of risk models and risk model failures
- The origins of risk models
- Regulatory expectations of risk model validation
- The risk model validation roadmap
- Scenario and sensitivity analysis
- Impact of the Fundamental Review of the Trading Book on risk models
Risk Model Validation brings together attendees with job titles such as:
- Head of Risk Management
- Chief Risk Officer
- Risk Managers, Analysts and Controllers
- Head of Market / Credit Risk Management
- Head of Stress Testing
- Risk and Credit Risk Controllers
- Model Validation
- Head of Operational Risk / Risk Appetite
- Head of Risk Model Validation / Model Risk
- Model Review
- Credit Portfolia Specialists
- Equity and Fixed Income Analysts
- Hedge Fund Managers